/* * Licensed to the Apache Software Foundation (ASF) under one or more * contributor license agreements. See the NOTICE file distributed with * this work for additional information regarding copyright ownership. * The ASF licenses this file to You under the Apache License, Version 2.0 * (the "License"); you may not use this file except in compliance with * the License. You may obtain a copy of the License at * * http://www.apache.org/licenses/LICENSE-2.0 * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License. */ package org.apache.commons.math4.distribution; /** * Implementation of the chi-squared distribution. * * @see <a href="http://en.wikipedia.org/wiki/Chi-squared_distribution">Chi-squared distribution (Wikipedia)</a> * @see <a href="http://mathworld.wolfram.com/Chi-SquaredDistribution.html">Chi-squared Distribution (MathWorld)</a> */ public class ChiSquaredDistribution extends AbstractRealDistribution { /** * Default inverse cumulative probability accuracy * @since 2.1 */ public static final double DEFAULT_INVERSE_ABSOLUTE_ACCURACY = 1e-9; /** Serializable version identifier */ private static final long serialVersionUID = 20160311L; /** Internal Gamma distribution. */ private final GammaDistribution gamma; /** Inverse cumulative probability accuracy */ private final double solverAbsoluteAccuracy; /** * Creates distribution with the given degrees of freedom. * * @param degreesOfFreedom Degrees of freedom. */ public ChiSquaredDistribution(double degreesOfFreedom) { this(degreesOfFreedom, DEFAULT_INVERSE_ABSOLUTE_ACCURACY); } /** * Creates a distribution with the given degrees of freedom and * inverse cumulative probability accuracy. * * @param degreesOfFreedom Degrees of freedom. * @param inverseCumAccuracy the maximum absolute error in inverse * cumulative probability estimates (defaults to * {@link #DEFAULT_INVERSE_ABSOLUTE_ACCURACY}). * * @since 2.1 */ public ChiSquaredDistribution(double degreesOfFreedom, double inverseCumAccuracy) { gamma = new GammaDistribution(degreesOfFreedom / 2, 2); solverAbsoluteAccuracy = inverseCumAccuracy; } /** * Access the number of degrees of freedom. * * @return the degrees of freedom. */ public double getDegreesOfFreedom() { return gamma.getShape() * 2.0; } /** {@inheritDoc} */ @Override public double density(double x) { return gamma.density(x); } /** {@inheritDoc} **/ @Override public double logDensity(double x) { return gamma.logDensity(x); } /** {@inheritDoc} */ @Override public double cumulativeProbability(double x) { return gamma.cumulativeProbability(x); } /** {@inheritDoc} */ @Override protected double getSolverAbsoluteAccuracy() { return solverAbsoluteAccuracy; } /** * {@inheritDoc} * * For {@code k} degrees of freedom, the mean is {@code k}. */ @Override public double getNumericalMean() { return getDegreesOfFreedom(); } /** * {@inheritDoc} * * @return {@code 2 * k}, where {@code k} is the number of degrees of freedom. */ @Override public double getNumericalVariance() { return 2 * getDegreesOfFreedom(); } /** * {@inheritDoc} * * The lower bound of the support is always 0 no matter the * degrees of freedom. * * @return zero. */ @Override public double getSupportLowerBound() { return 0; } /** * {@inheritDoc} * * The upper bound of the support is always positive infinity no matter the * degrees of freedom. * * @return {@code Double.POSITIVE_INFINITY}. */ @Override public double getSupportUpperBound() { return Double.POSITIVE_INFINITY; } /** * {@inheritDoc} * * The support of this distribution is connected. * * @return {@code true} */ @Override public boolean isSupportConnected() { return true; } }