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matvec::ChiSquareDist Class Reference

#include <statdist.h>

Inheritance diagram for matvec::ChiSquareDist:

matvec::StatDistBase List of all members.

Detailed Description

Chi-Square statistical distribution.

Definition at line 157 of file statdist.h.

Public Methods

 ChiSquareDist (const double df, const double nc=0.0)
 ChiSquareDist (const ChiSquareDist &u)
void display (void) const
void reset (const double df, const double nc=0.0)
void sample (Vector< double > &x) const
void sample (doubleMatrix &x) const
double sample (void) const
Vector< double > sample (unsigned n) const
doubleMatrix sample (unsigned m, unsigned n) const
double mean (void) const
double variance (void) const
double nonc (void) const
double pdf (const double x) const
double cdf (const double x) const
double mgf (const double t) const
double inv (const double p) const
double nonct (const double cv, const double p) const
double parameter (const int k) const
void parameter (const int k, const double x)
virtual const std::string name (void) const
virtual double nonct (const double cv, const double p)

Protected Attributes

double df_value
double nc_value
std::string distname

Constructor & Destructor Documentation

matvec::ChiSquareDist::ChiSquareDist (  const double    df,
const double    nc = 0.0
)  [inline]
 

Definition at line 161 of file statdist.h.

References matvec::StatDistBase::distname, and reset(). 

00162                              {distname="ChiSquareDist"; reset(df,nc);}

matvec::ChiSquareDist::ChiSquareDist (  const ChiSquareDist &    u )  [inline]
 

Definition at line 163 of file statdist.h.

References matvec::StatDistBase::distname, and reset(). 

00163                                            :StatDistBase()
00164               {distname="ChiSquareDist";reset(u.df_value,u.nc_value);}

Member Function Documentation

double matvec::ChiSquareDist::cdf (  const double    x )  const [inline, virtual]
 

Implements matvec::StatDistBase.

Definition at line 178 of file statdist.h.

References matvec::ChiSquare_cdf(), df_value, and nc_value. 

00178                                         {int errcode=0;
00179                           return ChiSquare_cdf(x,df_value,nc_value,errcode);}

void matvec::ChiSquareDist::display (  void    )  const [inline, virtual]
 

Implements matvec::StatDistBase.

Definition at line 166 of file statdist.h.

References df_value, matvec::StatDistBase::distname, and nc_value. 

00166                                   {std::cout << "\t" << distname << "(" << df_value
00167                                    << "," << nc_value<< ")\n"; return;}

double matvec::ChiSquareDist::inv (  const double    p )  const [inline, virtual]
 

Implements matvec::StatDistBase.

Definition at line 181 of file statdist.h.

References matvec::ChiSquare_inv(), df_value, and nc_value. 

00181                                         {
00182                               return ChiSquare_inv(p,df_value,nc_value);}

double matvec::ChiSquareDist::mean (  void    )  const [inline, virtual]
 

Implements matvec::StatDistBase.

Definition at line 174 of file statdist.h.

References df_value, and nc_value. 

00174 {return (df_value + nc_value);}

double matvec::ChiSquareDist::mgf (  const double    t )  const [virtual]
 

Implements matvec::StatDistBase.

Definition at line 369 of file statdist.cpp.

References df_value, and nc_value. 

00371 {
00372    if (nc_value != 0.0) throw exception("ChiSquareDist::pdf(): not available yet: noncentrality");
00373    if ( x < 0.0) throw exception("ChiSquareDist::pdf(): bad arg, nonnegative value expected");
00374    double pr;

virtual const std::string matvec::StatDistBase::name (  void    )  const [inline, virtual, inherited]
 

Definition at line 45 of file statdistbase.h.

References matvec::StatDistBase::distname. 

00045 {return distname;}

double matvec::ChiSquareDist::nonc (  void    )  const [inline]
 

Definition at line 176 of file statdist.h.

References nc_value. 

00176 {return nc_value;}

virtual double matvec::StatDistBase::nonct (  const double    cv,
const double    p
)  [inline, virtual, inherited]
 

Definition at line 58 of file statdistbase.h. 

00058 {std::cerr << "error\n"; return 0.0;}

double matvec::ChiSquareDist::nonct (  const double    cv,
const double    p
)  const
 

Definition at line 376 of file statdist.cpp. 

00381 {
00382    if (nc_value != 0.0) throw exception("ChiSquareDist::mgf(): not available yet: noncentrality");
00383    if (t >= 0.5) throw exception("ChiSquareDist::mgf(t):  t must be < 1/2");
00384    return 1.0/pow(1.0-2.0*t,df_value/2.0);
00385 }
00386 
00387 double ChiSquareDist::nonct(const double cv,const double p) const
00388 {
00389    if (p<0.0 || p>1.0) throw exception("ChiSquareDist::nonct(): bad arg, value in (0,1)  expected");
00390    int errcode = 0;
00391    double eps = 1.0e-6;
00392    double bot = 0.0;
00393    double top = df_value + 26000.0;
00394    double p2,ppt;
00395    while (top-bot > eps) {
00396       ppt = (top + bot)*0.5;
00397       p2 = ChiSquare_cdf(cv,df_value,ppt,errcode);
00398       if (errcode != 0) break;
00399       if (p2 < p ) {

void matvec::ChiSquareDist::parameter (  const int    k,
const double    x
)  [virtual]
 

Implements matvec::StatDistBase.

Definition at line 464 of file statdist.cpp.

References df_value. 

00466                   {
00467       par = nc_value;
00468    }
00469    else {
00470       throw exception("ChiSquareDist::parameter(): bad arg value, 1 or 2 expected");
00471    }
00472    return par;
00473 }
00474 
00475 void ChiSquareDist::parameter(const int k,const double x)
00476 {
00477    if (k==1) {
00478       df_value = x;
00479    }
00480    else if (k==2) {

double matvec::ChiSquareDist::parameter (  const int    k )  const [virtual]
 

Implements matvec::StatDistBase.

Definition at line 449 of file statdist.cpp. 

00454 {
00455    doubleMatrix x(m,n);
00456    sample(x);
00457    return x;
00458 }
00459 
00460 double ChiSquareDist::parameter(const int k) const
00461 {
00462    double par =  0.0;

double matvec::ChiSquareDist::pdf (  const double    x )  const [virtual]
 

The random variable X has a non-central distribution if its probability density function (pdf) is defined by

Implements matvec::StatDistBase.

Definition at line 359 of file statdist.cpp.

References nc_value. 

00365               {\exp(-(x+\lambda)/2)}{2\frac{1}{2}r}
00366  \sum_{j=0}^\infty \frac{x^{r/2+j-1}\lambda^j}{\Gamma(r/2+j)2^{2j}j!},
00367  \quad 0 \leq x < \infty

void matvec::ChiSquareDist::reset (  const double    df,
const double    nc = 0.0
) 
 

Definition at line 348 of file statdist.cpp.

Referenced by ChiSquareDist(). 

00348         {
00349       throw exception("LogNormalDist::parameter(): bad arg 1");
00350    }
00351 }
00352 
00353 ///////////////////  ChiSquare class /////////////////////////////

doubleMatrix matvec::ChiSquareDist::sample (  unsigned    m,
unsigned    n
)  const [virtual]
 

Implements matvec::StatDistBase.

Definition at line 442 of file statdist.cpp. 

00447 {

Vector< double > matvec::ChiSquareDist::sample (  unsigned    n )  const [virtual]
 

Implements matvec::StatDistBase.

Definition at line 435 of file statdist.cpp. 

00438         {
00439       for (i=0; i<nr; i++) {
00440          bot = x[i];  top = &bot[nc];

double matvec::ChiSquareDist::sample (  void    )  const [inline, virtual]
 

Implements matvec::StatDistBase.

Definition at line 171 of file statdist.h.

References df_value, and matvec::genchi(). 

00171 {return genchi(int(df_value));}

void matvec::ChiSquareDist::sample (  doubleMatrix &    x )  const [virtual]
 

Implements matvec::StatDistBase.

Definition at line 414 of file statdist.cpp.

References nc_value. 

00417                         {
00418       while (bot < top ) *bot++ = genchi(df);
00419    }
00420    else {
00421       while (bot < top ) *bot++ = gennch(df,nc_value);
00422    }
00423 }
00424 
00425 void ChiSquareDist::sample(doubleMatrix& x) const
00426 {
00427    int nr = x.num_rows();
00428    int nc = x.num_cols();
00429    double *bot,*top;
00430    unsigned i;
00431    int df = static_cast<int>(df_value);
00432    if (nc_value == 0.0) {
00433       for (i=0; i<nr; i++) {

void matvec::ChiSquareDist::sample (  Vector< double > &    x )  const [virtual]
 

Implements matvec::StatDistBase.

Definition at line 401 of file statdist.cpp. 

00402                        {
00403          bot = ppt;
00404       }
00405       else {
00406          break;
00407       }
00408    }
00409    return ppt;
00410 }
00411 
00412 void ChiSquareDist::sample(Vector<double>& x) const

double matvec::ChiSquareDist::variance (  void    )  const [inline, virtual]
 

Implements matvec::StatDistBase.

Definition at line 175 of file statdist.h.

References df_value, and nc_value. 

00175 {return 2.0*(df_value + 2.0*nc_value);}

Member Data Documentation

double matvec::ChiSquareDist::df_value [protected]
 

Definition at line 159 of file statdist.h.

Referenced by cdf(), display(), inv(), mean(), mgf(), parameter(), sample(), and variance().

std::string matvec::StatDistBase::distname [protected, inherited]
 

Definition at line 39 of file statdistbase.h.

Referenced by matvec::BetaDist::BetaDist(), matvec::BinomialDist::BinomialDist(), ChiSquareDist(), matvec::DiscreteUniformDist::DiscreteUniformDist(), matvec::NegativeBinomialDist::display(), matvec::GeometricDist::display(), matvec::PoissonDist::display(), matvec::BinomialDist::display(), matvec::DiscreteUniformDist::display(), matvec::BetaDist::display(), matvec::ExponentialDist::display(), matvec::GammaDist::display(), matvec::FDist::display(), matvec::tDist::display(), display(), matvec::LogNormalDist::display(), matvec::NormalDist::display(), matvec::UniformDist::display(), matvec::ExponentialDist::ExponentialDist(), matvec::FDist::FDist(), matvec::GammaDist::GammaDist(), matvec::GeometricDist::GeometricDist(), matvec::LogNormalDist::LogNormalDist(), matvec::StatDistBase::name(), matvec::NegativeBinomialDist::NegativeBinomialDist(), matvec::NormalDist::NormalDist(), matvec::PoissonDist::PoissonDist(), matvec::StatDistBase::StatDistBase(), matvec::tDist::tDist(), and matvec::UniformDist::UniformDist().

double matvec::ChiSquareDist::nc_value [protected]
 

Definition at line 159 of file statdist.h.

Referenced by cdf(), display(), inv(), mean(), mgf(), nonc(), pdf(), sample(), and variance().

The documentation for this class was generated from the following files:
Generated on Thu Jun 16 17:14:16 2005 for Matvec by doxygen1.2.16