Probabilities::ChiSquarePDF Function

Overload List

#SignatureDescription
1double ChiSquarePDF(double x, int Nu);Chi-squared probability density function (PDF).
2void ChiSquarePDF(TDenseMtxVec *X, int Nu, TDenseMtxVec *Res);Chi-Squared PDF (vectorized).

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

Chi-squared probability density function (PDF).

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

Returns: the chi-squared probability density function (PDF) at x with Nu degrees of freedom. Returns NAN when Nu <= 0.

Remarks:

Computes the chi-squared PDF

PDF(x|nu)=(x^((nu-2)/2)* exp(-x/2))/(2^(nu/2)*Gamma (nu /2))

where nu (Nu) is the degrees of freedom and Gamma is the Math387::Gamma function. The chi-squared distribution is the special case of the Probabilities::GammaPDF distribution with shape nu/2 and scale 2 (the implementation computes it as GammaPDF(x, Nu/2, 2)). Domain: x >= 0, integer nu > 0. If nu <= 0 the result is NAN. A scalar form (this one) and a vectorized TDenseMtxVec overload are provided.

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

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

Chi-Squared PDF (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 PDF 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