Overload List
| # | Signature | Description |
|---|---|---|
| 1 | procedure ChiSquareCDFInv(const P: TDenseMtxVec; Nu: Integer; const Res: TDenseMtxVec); | Chi-Squared PPF (vectorized). |
| 2 | function ChiSquareCDFInv(p: Double; Nu: Integer): Double; | Chi-squared distribution inverse CDF (quantile / point percent function, PPF). |
Overload 1: procedure ChiSquareCDFInv(const P: TDenseMtxVec; Nu: Integer; const Res: TDenseMtxVec);
Chi-Squared PPF (vectorized).
| # | Name | Description |
|---|---|---|
| 1 | P | Defines distribution probabilities, real vector or matrix with values within closed interval [0,1]. |
| 2 | Nu | Defines distribution degrees of freedom. Nu must be a positive integer value. |
| 3 | Res | 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. |
Result: stored in self (calling object)
Overload 2: function ChiSquareCDFInv(p: Double; Nu: Integer): Double;
Chi-squared distribution inverse CDF (quantile / point percent function, PPF).
| # | Name | Description |
|---|---|---|
| 1 | p | Probability, real value on the closed interval [0,1]. |
| 2 | Nu | Degrees of freedom, integer > 0. |
Returns: Double - 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.