Probabilities::ChiSquareCDFInv Function

Overload List

#SignatureDescription
1double ChiSquareCDFInv(double p, int Nu);Chi-squared distribution inverse CDF (quantile / point percent function, PPF).
2void ChiSquareCDFInv(TDenseMtxVec *P, int Nu, TDenseMtxVec *Res);Chi-Squared PPF (vectorized).

Overload 1: double ChiSquareCDFInv(double p, int Nu);

Chi-squared distribution inverse CDF (quantile / point percent function, PPF).

#NameTypeDescription
1pdoubleProbability, real value on the closed interval [0,1].
2NuintDegrees of freedom, integer > 0.

Returns: the value x with ChiSquareCDF(x,Nu)=p. Returns NAN when Nu <= 0; returns 0 at p=0.

Remarks:

Computes the inverse of the chi-squared CDF (the quantile function)

inverse CDF(p|nu ) = F^(-1)(p|nu ) , p(x)=CDF(x|nu)

via the equivalent Gamma quantile GammaCDFInv(p, Nu/2, 2). Domain: p in [0,1], integer nu > 0. Behaviour: returns 0 at p=0; for nu <= 0 returns NAN.

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

Overload 2: void ChiSquareCDFInv(TDenseMtxVec *P, int Nu, TDenseMtxVec *Res);

Chi-Squared PPF (vectorized).

#NameTypeDescription
1PTDenseMtxVec *Defines distribution probabilities, real vector or matrix with values within closed interval [0,1].
2NuintDefines distribution degrees of freedom. Nu must be a positive integer value.
3ResTDenseMtxVec *After calculation stores the PPF calculated from P and Nu. 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