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Tail probability calculator for continuous random variable
A suite of Matlab functions that calculate the tail probability / cdf / pdf / quantile of linear combination of random variables in one of the following classes:
(1) symmetric random variables with support on the real axis (normal, Student's t, uniform and triangular);
(2) random variables with support on the positive real axis (chi-squared and log-Lambert W x chi-squared distributions; inverse gamma distribution is temporarily disabled due to numerical issues).
CDS plots and analyzes output from numerical climate models. It is capable of comparing climate model simulations and/or observational data. It consists mostly of a series of MathWorks Matlab language scripts and reads data in NetCDF format.