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Diffstat (limited to 'gsl-1.9/randist/chisq.c')
-rw-r--r-- | gsl-1.9/randist/chisq.c | 54 |
1 files changed, 54 insertions, 0 deletions
diff --git a/gsl-1.9/randist/chisq.c b/gsl-1.9/randist/chisq.c new file mode 100644 index 0000000..291d58b --- /dev/null +++ b/gsl-1.9/randist/chisq.c @@ -0,0 +1,54 @@ +/* randist/chisq.c + * + * Copyright (C) 1996, 1997, 1998, 1999, 2000 James Theiler, Brian Gough + * + * This program is free software; you can redistribute it and/or modify + * it under the terms of the GNU General Public License as published by + * the Free Software Foundation; either version 2 of the License, or (at + * your option) any later version. + * + * This program is distributed in the hope that it will be useful, but + * WITHOUT ANY WARRANTY; without even the implied warranty of + * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU + * General Public License for more details. + * + * You should have received a copy of the GNU General Public License + * along with this program; if not, write to the Free Software + * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA. + */ + +#include <config.h> +#include <math.h> +#include <gsl/gsl_sf_gamma.h> +#include <gsl/gsl_rng.h> +#include <gsl/gsl_randist.h> + +/* The chisq distribution has the form + + p(x) dx = (1/(2*Gamma(nu/2))) (x/2)^(nu/2 - 1) exp(-x/2) dx + + for x = 0 ... +infty */ + +double +gsl_ran_chisq (const gsl_rng * r, const double nu) +{ + double chisq = 2 * gsl_ran_gamma (r, nu / 2, 1.0); + return chisq; +} + +double +gsl_ran_chisq_pdf (const double x, const double nu) +{ + if (x <= 0) + { + return 0 ; + } + else + { + double p; + double lngamma = gsl_sf_lngamma (nu / 2); + + p = exp ((nu / 2 - 1) * log (x/2) - x/2 - lngamma) / 2; + return p; + } +} |