how to get noncentral chi-sqare pdf in excel

lisazx · October 14th, 2010, 8:18 pm

I want to calibrate one factor CIR using MLE in vba. But it seems I need to get noncentral chi-sqare pdf in order to get log-like function.Does anyone know how to get this noncentral chi-sqare pdf using vba? Or is there any easier way to calucate MLE for one factor CIR in VBA?Thanks a lot

Cuchulainn · October 15th, 2010, 6:00 am

One (roundabout?) way we did is to interoperate with Boost (which has the pdf) and then call it from vba. See the post of Aug 22 2009. It's a bit of easy plumbing.http://www.datasimfinancial.com/forum/v ... .php?t=111