Multivariate Analysis Package  0.3
A multivariate distributions analysis package
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Todo List
Member Multivariate::tDistribution::GetCumulativeDesity (const Eigen::VectorXd &Coordinates) const
Add the Genz algorithm.
The Gentz algorithm described in Genz & Bretz (2002) should be implemented here.
Prof Genz suggested to use equation 13 and 14 to calculate T then use the algorithm on page 9 and then switch to quasi monte carlo points for the algorithm at page 14.