Aside from numerical integration, would anyone
know if there exist algorithms to calculate the cumulative
t-distribution density function( implemented via the
s-plus pt(q,df) function) ? I am looking for something
akin to the relatively well-known polynomial
approximations for the cumulative normal. Or would it
be quicker to actually do the integration
with something like gaussian quadrature ?
I have tried google searches without success.
Thanks in advance for any help with this issue!
Thomas J. Downing
Quaestor Investment Management Ltd.
River Plate House
7-11 Finsbury Circus
London EC2M 7TT
+44 (0)20 7448 8819
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