truncated_normal_sparse_grid


truncated_normal_sparse_grid, an Octave code which computes a sparse grid based on a normal probability density function (PDF), also called a Gaussian distribution, that has been truncated to [A,+oo), (-oo,B] or [A,B].

Licensing:

The information on this web page is distributed under the MIT license.

Languages:

truncated_normal_sparse_grid is available in a MATLAB version and an Octave version

Related Data and Programs:

truncated_normal_sparse_grid_test

sparse_grid_hw, an Octave code which creates sparse grids based on Gauss-Legendre, Gauss-Hermite, Gauss-Patterson, or a nested variation of Gauss-Hermite rules, by Florian Heiss and Viktor Winschel.

truncated_normal, an Octave code which works with the truncated normal distribution over [A,B], or [A,+oo) or (-oo,B], returning the probability density function (PDF), the cumulative density function (CDF), the inverse CDF, the mean, the variance, and sample values.

truncated_normal_rule, an Octave code which computes a quadrature rule for a normal probability density function (PDF), also called a Gaussian distribution, that has been truncated to [A,+oo), (-oo,B] or [A,B].

Author:

Original MATLAB version by Florian Heiss and Viktor Winschel. This version by John Burkardt.

Reference:

Source Code:


Last revised on 02 April 2024.