/* randist/chisq.c * * Copyright (C) 1996, 1997, 1998, 1999, 2000, 2007 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 3 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 #include #include #include #include /* 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 { if(nu == 2.0) { return exp(-x/2.0) / 2.0; } else { double p; double lngamma = gsl_sf_lngamma (nu / 2); p = exp ((nu / 2 - 1) * log (x/2) - x/2 - lngamma) / 2; return p; } } }