Module: Distribution::ChiSquare::Ruby_
- Extended by:
- Math
- Defined in:
- lib/distribution/chisquare/ruby.rb
Constant Summary
Constants included from MathExtension18
MathExtension18::B0, MathExtension18::B1, MathExtension18::B10, MathExtension18::B12, MathExtension18::B14, MathExtension18::B16, MathExtension18::B2, MathExtension18::B4, MathExtension18::B6, MathExtension18::B8, MathExtension18::LOG_2PI, MathExtension18::N
Class Method Summary collapse
- .cdf(x, k) ⇒ Object
- .p_value(pr, k) ⇒ Object
-
.pchi2(n, y) ⇒ Object
CDF Inverse over [x, infty) Pr([x, infty)) = y -> x.
- .pdf(x, n) ⇒ Object
-
.q_chi2(df, chi2) ⇒ Object
chi-square distribution ([1]) Integral over [x, infty).
Methods included from Math
beta, binomial_coefficient, binomial_coefficient_gamma, combinations, factorial, fast_factorial, gamma, incomplete_beta, logbeta, loggamma, permutations, regularized_beta_function, rising_factorial
Methods included from MathExtension18
Methods included from MathExtension
#beta, #binomial_coefficient, #binomial_coefficient_gamma, #binomial_coefficient_multiplicative, #factorial, #fast_factorial, #incomplete_beta, #logbeta, #loggamma, #permutations, #regularized_beta_function, #rising_factorial
Class Method Details
.cdf(x, k) ⇒ Object
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# File 'lib/distribution/chisquare/ruby.rb', line 51 def cdf(x,k) 1.0-q_chi2(k,x) end |
.p_value(pr, k) ⇒ Object
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# File 'lib/distribution/chisquare/ruby.rb', line 48 def p_value(pr,k) pchi2(k, 1.0-pr) end |
.pchi2(n, y) ⇒ Object
CDF Inverse over [x, infty) Pr([x, infty)) = y -> x
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# File 'lib/distribution/chisquare/ruby.rb', line 23 def pchi2(n, y) if n == 1 w = Distribution::Normal.p_value(1 - y/2) # = p1.0-Distribution::Normal.cdf(y/2) w * w elsif n == 2 # v = (1.0 / y - 1.0) / 33.0 # newton_a(y, v) {|x| [q_chi2(n, x), -chi2dens(n, x)] } -2.0 * Math.log(y) else eps = 1.0e-5 v = 0.0 s = 10.0 loop do v += s if s <= eps then break end if (qe = q_chi2(n, v) - y) == 0.0 then break end if qe < 0.0 v -= s s /= 10.0 #/ end end v end end |
.pdf(x, n) ⇒ Object
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# File 'lib/distribution/chisquare/ruby.rb', line 7 def pdf(x,n) if n == 1 1.0/Math.sqrt(2 * Math::PI * x) * Math::E**(-x/2.0) elsif n == 2 0.5 * Math::E**(-x/2.0) else n = n.to_f n2 = n/2 x = x.to_f 1.0 / 2**n2 / gamma(n2) * x**(n2 - 1.0) * Math.exp(-x/2.0) end end |
.q_chi2(df, chi2) ⇒ Object
chi-square distribution ([1]) Integral over [x, infty)
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# File 'lib/distribution/chisquare/ruby.rb', line 57 def q_chi2(df, chi2) chi2 = chi2.to_f if (df & 1) != 0 chi = Math.sqrt(chi2) if (df == 1) then return 2 * (1.0-Distribution::Normal.cdf(chi)); end s = t = chi * Math.exp(-0.5 * chi2) / SQ2PI k = 3 while k < df t *= chi2 / k; s += t; k += 2 end 2 * (1.0-(Distribution::Normal.cdf(chi)) + s) else s = t = Math.exp(-0.5 * chi2) k = 2 while k < df t *= chi2 / k; s += t; k += 2 end s end end |