Probabilities::ChiSquareCDF Function

Probabilities Namespace

Overload List

#SignatureDescription
1double ChiSquareCDF(double x, int Nu);Chi-squared cumulative distribution function (CDF).
2void ChiSquareCDF(TDenseMtxVec *X, int Nu, TDenseMtxVec *Res);Chi-Squared CDF (vectorized).

Overload 1: double ChiSquareCDF(double x, int Nu);

Chi-squared cumulative distribution function (CDF).

#NameTypeDescription
1xdoubleFunction domain, real value >= 0.
2NuintDegrees of freedom, integer > 0.

Returns: the chi-squared cumulative distribution function (CDF) at x with Nu degrees of freedom. Returns NAN when Nu <= 0.

Remarks:

Computes the chi-squared CDF

CDF(x|nu)=integral _0 ^x (t^((nu-2)/2)* exp(-t/2))/(2^(nu/2)*Gamma (nu /2)) dt = P(nu/2,x/2)

i.e. the regularized lower incomplete gamma function; the implementation computes it as GammaCDF(x, Nu/2, 2). The result is the probability that an observation falls in [0,x][0,x], lies in [0,1][0,1] and is monotone non-decreasing. Domain: x >= 0, integer nu > 0. If nu <= 0 the result is NAN.

See Also: Probabilities::ChiSquarePDF, Probabilities::ChiSquareCDFInv
Declared in Dew::Math::Units::Probabilities · Dew.Math/Units.Probabilities.h · Cross-compiler

Overload 2: void ChiSquareCDF(TDenseMtxVec *X, int Nu, TDenseMtxVec *Res);

Chi-Squared CDF (vectorized).

#NameTypeDescription
1XTDenseMtxVec *Defines distribution domain, real vector or matrix with positive values.
2NuintDefines distribution degrees of freedom. Nu must be a positive integer value.
3ResTDenseMtxVec *After calculation stores the CDF calculated from X, m and b. Length and Complex properties of Res are adjusted automatically to match Length and Complex properties of X.
Declared in Dew::Math::Units::Probabilities · Dew.Math/Units.Probabilities.h · Cross-compiler