reverse-shooting

Matlab scripts for reverse shooting
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tcdf.m (268B)

      1 % tcdf.m -- Calculates F(x) for the Student t distribution
      2 %  x = ordinate
      3 %  n = dof
      4 %  The cdf is the integral from minus infinity to x of tpdf function
      5 %
      6 %       Taken from Numerical Recipes, p. 189
      7 
      8 function cdf = tcdf(t,v)
      9 
     10 x=v/(v+t.^2);
     11 cdf = 1-beta(x,v/2,1/2);