On Wed, 4 Oct 2017, oleg_komashko(a)ukr.net wrote:
To make it fully functional
it is sufficient to find a c code
for normal cdf for complex
argument and basic matrix
operations for complex arguments.
I'm working on a function package which, among other things, will include
support for complex matrices. If you want, I can send you a pre-release
version.
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Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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