package scientific.stats.continuous
import std.math.*
import std.unittest.*
import std.unittest.testmacro.*
import scientific.numbers.*
import scientific.stats.random.*
/*
* Log of Probability density function
*/
public func chiLogPDF(x: Float64, k: Float64, loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
let y = (x - loc) / scale
if (y < 0.0) {
throw IllegalArgumentException("chiLogPDF: input value x out of bound.")
}
if (k <= 0.0) {
throw IllegalArgumentException("chiLogPDF: shape parameter out of bound.")
}
return - (0.5 * k - 1.0) * log(2.0) - gammaLog(k * 0.5) + (k - 1.0) * log(y) - 0.5 * y * y - log(scale)
}
/*
* Probability density function
*/
public func chiPDF(x: Float64, k: Float64, loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
let y = (x - loc) / scale
if (y < 0.0) {
throw IllegalArgumentException("chiPDF: input value x out of bound.")
}
if (k <= 0.0) {
throw IllegalArgumentException("chiPDF: shape parameter out of bound.")
}
return exp(chiLogPDF(x, k, loc: loc, scale: scale))
}
/*
* Sample
*/
public func chiSample(r: Random, k: Float64, loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
if (k <= 0.0) {
throw IllegalArgumentException("chiSample: shape parameter out of bound.")
}
return sqrt(gamSample(r, k)) * scale + loc
}
/*
* Mean
*/
public func chiMean(k: Float64, loc!: Float64 = 0.0, scale!: Float64 = 1.0): Float64 {
if (k <= 0.0) {
throw IllegalArgumentException("chiMean: shape parameter out of bound.")
}
let temp = sqrt(2.0) * exp(gammaLog(0.5 * k + 0.5) - gammaLog(0.5 * k))
return temp * scale + loc
}
/*
* Var
*/
public func chiVar(k: Float64): Float64 {
if (k <= 0.0) {
throw IllegalArgumentException("chiVar: shape parameter out of bound.")
}
let temp = chiMean(k)
return k - temp * temp
}
@Test
public class TestChi {
@TestCase
func testChiLogPDF(): Unit {
@Assert(approxEqual(chiLogPDF(2.0, 2.0, loc: 1.0, scale: 2.0), -1.5112943611198906, atol:1e-13))
}
@TestCase
func testChiMean(): Unit {
@Assert(approxEqual(chiMean(2.0, loc: 1.0, scale: 2.0), 3.5066282746310007, atol:1e-13))
}
@TestCase
func testChiVar(): Unit {
@Assert(approxEqual(chiVar(2.0), 0.4292036732051032, atol:1e-13))
}
}