/src/main/java/net/finmath/functions/NonCentralChiSquaredDistribution.java
pInitial + = Math.exp( -nonCentralityHalf + summationSplitIndex * Math.log( nonCentralityHalf) - Gamma.logGamma( summationSplitIndex + 1) ) ;
pInitial = Math.exp ( -nonCentralityHalf + summationSplitIndex * Math.log ( nonCentralityHalf ) - Gamma.logGamma ( summationSplitIndex + 1 ) ) ;
nonCentralityHalf = nonCentrality / 2.0; summationSplitIndex = (int) Math.round(nonCentralityHalf); maxSummation = Math.max(summationSplitIndex, 10000); if (nonCentralityHalf == 0) { pInitial = 0.0; } else { <extra_id_0> } } public double cumulativeDistribution(final double x) { if (x < 0) { return 0.0; }