distriprob
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A library for calculating the PDF, CDFs, and quantile function values of common probability distributions
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TypeScript
/**
* This function uses the modified Lentz's method for solving continued fractions of the
* form :
* a1 a2 a3 a4 a5
* b0 + --- --- --- --- --- . . .
* b1+ b2+ b3+ b4+ b5+
*
* for a description of the algorithm, visit the web page:
* http://www.aip.de/groups/soe/local/numres/bookcpdf/c5-2.pdf
*
*
* @param a - a function that has one argument, j, that gives the a values in the
* continued fraction representation above for j = 1, 2, 3, ....
* @param b - a function that has one argument, j, that gives the b values in the
* continued fraction representation above for j = 1, 2, 3, ....
* @returns {*} - the estimated value of the continued fraction
*/
export declare function continuedFractionSolver(a: (j: number) => number, b: (j: number) => number): number;