Contents

module Distribution
  module ChiSquare
    module Ruby_
      class << self
      
        include Math
        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
        
        
        # CDF Inverse over [x, \infty)
        # Pr([x, \infty)) = y -> x
        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
        def p_value(pr,k)
          pchi2(k, 1.0-pr)
        end
        def cdf(x,k)
          1.0-q_chi2(k,x)
        end
        
        # chi-square distribution ([1])
        # Integral over [x, \infty)
        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
        
        
      end
    end
  end
end

Version data entries

6 entries across 6 versions & 1 rubygems

Version	Path
distribution-0.7.2	lib/distribution/chisquare/ruby.rb
distribution-0.7.1	lib/distribution/chisquare/ruby.rb
distribution-0.7.0	lib/distribution/chisquare/ruby.rb
distribution-0.6.0	lib/distribution/chisquare/ruby.rb
distribution-0.5.0	lib/distribution/chisquare/ruby.rb
distribution-0.4.0	lib/distribution/chisquare/ruby.rb