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A CME-based numerical inverse Laplace transformation method

version 1.0.1 (7.79 MB) by Gabor Horvath
Numerical inverse Laplace transform based on concentrated matrix-exponential functions

98 Downloads

Updated 25 Jun 2020

From GitHub

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Our new numerical inverse Laplace transform procedure is fast, simple, still far superior than most frequently used alternative procedures. It is over- and undershoot free, that makes it ideal to invert Laplace transforms of probability distributions, since it will never return negative or above one results for them.

Cite As

Gabor Horvath (2021). A CME-based numerical inverse Laplace transformation method (https://github.com/ghorvath78/iltcme), GitHub. Retrieved .

MATLAB Release Compatibility
Created with R2018a
Compatible with any release
Platform Compatibility
Windows macOS Linux

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To view or report issues in this GitHub add-on, visit the GitHub Repository.
To view or report issues in this GitHub add-on, visit the GitHub Repository.