@krzysztofsztompka/garch
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studentQuantile
Function studentQuantile
studentQuantile
(
p
:
number
,
nu
:
number
)
:
number
The p-quantile of Student's t with ν degrees of freedom: bisection on the CDF, to double precision.
Parameters
p
:
number
nu
:
number
Returns
number
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@krzysztofsztompka/garch
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The p-quantile of Student's t with ν degrees of freedom: bisection on the CDF, to double precision.