GAUSS 11: New Functions

Function Name Description
rndMTu
Mersenne-Twister uniform random number generator.
cdfBetaInv
Inverse cumulative distribution function for the beta distribution.
cdfBinomial
CDF for the binomial distribution.
cdfBinomialInv
Inverse CDF for the binomial distribution.
cdfFncInv
Inverse CDF for the non-central F distribution.
cdfNegBinomial
CDF for the negative binomial distribution.
cdfNegBinomialInv
Inverse CDF for the negative binomial distribution.
cdfPoisson
CDF for the Poisson distribution.
cdfPoissonInv
Inverse CDF for the Poisson distribution.
erfInv
Inverse Error Function.
erfcInv
Inverse Complimentary Error Function.

Improved Functions: Speed and Accuracy

Probability and Statistics

  • cdfBeta
  • cdfChinc
  • cdfFnc
  • cdfn
  • cdfni
  • cdfTnc
  • erf
  • erfc

Linear Algebra

  • chol
  • eig, eigh, eigv, eighv
  • inv, invpd
  • lapgEigh, lapgEighv, lapgEig, lapEighb, lapEighvb, lapEighi, lapEighvi
  • linear solve with "/" operator
  • lu
  • matrix multiply
  • moment
  • ols
  • olsqr