/*
* ChiSquareDistribution.java
*
* Copyright (c) 2002-2015 Alexei Drummond, Andrew Rambaut and Marc Suchard
*
* This file is part of BEAST.
* See the NOTICE file distributed with this work for additional
* information regarding copyright ownership and licensing.
*
* BEAST is free software; you can redistribute it and/or modify
* it under the terms of the GNU Lesser General Public License as
* published by the Free Software Foundation; either version 2
* of the License, or (at your option) any later version.
*
* BEAST 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 Lesser General Public License for more details.
*
* You should have received a copy of the GNU Lesser General Public
* License along with BEAST; if not, write to the
* Free Software Foundation, Inc., 51 Franklin St, Fifth Floor,
* Boston, MA 02110-1301 USA
*/
package dr.math.distributions;
/**
* chi-square distribution
* (distribution of sum of squares of n N(0,1) random variables)
* <p/>
* (Parameter: n; mean: n; variance: 2*n)
* <p/>
* The chi-square distribution is a special case of the Gamma distribution
* (shape parameter = n/2.0, scale = 2.0).
*
* @author Korbinian Strimmer
* @version $Id: ChiSquareDistribution.java,v 1.3 2005/05/24 20:26:00 rambaut Exp $
*/
public class ChiSquareDistribution extends GammaDistribution {
//
// Public stuff
//
/**
* Constructor
*/
public ChiSquareDistribution(double n) {
super(n / 2.0, 2.0);
this.n = n;
}
public double pdf(double x) {
return pdf(x, n);
}
public double cdf(double x) {
return cdf(x, n);
}
public double quantile(double y) {
return quantile(y, n);
}
public double mean() {
return mean(n);
}
public double variance() {
return variance(n);
}
/**
* probability density function of the chi-square distribution
*
* @param x argument
* @param n degrees of freedom
* @return pdf value
*/
public static double pdf(double x, double n) {
return pdf(x, n / 2.0, 2.0);
}
/**
* cumulative density function of the chi-square distribution
*
* @param x argument
* @param n degrees of freedom
* @return cdf value
*/
public static double cdf(double x, double n) {
return cdf(x, n / 2.0, 2.0);
}
/**
* quantile (inverse cumulative density function) of the chi-square distribution
*
* @param y argument
* @param n degrees of freedom
* @return icdf value
*/
public static double quantile(double y, double n) {
return quantile(y, n / 2.0, 2.0);
}
/**
* mean of the chi-square distribution
*
* @param n degrees of freedom
* @return mean
*/
public static double mean(double n) {
return n;
}
/**
* variance of the chi-square distribution
*
* @param n degrees of freedom
* @return variance
*/
public static double variance(double n) {
return 2.0 * n;
}
// Private
protected double n;
}