@stdlib/stats-base-dists-chisquare-cdf
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Chi-squared distribution cumulative distribution function (CDF).
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Chi-squared distribution cumulative distribution function.
The cumulative distribution function for a chi-squared random variable is
where k is the degrees of freedom and P is the lower regularized incomplete gamma function.
npm install @stdlib/stats-base-dists-chisquare-cdf
var cdf = require( '@stdlib/stats-base-dists-chisquare-cdf' );
Evaluates the cumulative distribution function (CDF) for a chi-squared distribution with degrees of freedom k.
var y = cdf( 2.0, 1.0 );
// returns ~0.843
y = cdf( 2.0, 3.0 );
// returns ~0.428
y = cdf( 1.0, 0.5 );
// returns ~0.846
y = cdf( -1.0, 2.0 );
// returns 0.0
y = cdf( -Infinity, 4.0 );
// returns 0.0
y = cdf( +Infinity, 4.0 );
// returns 1.0
If provided NaN as any argument, the function returns NaN.
var y = cdf( NaN, 1.0 );
// returns NaN
y = cdf( 0.0, NaN );
// returns NaN
If provided k < 0, the function returns NaN.
var y = cdf( 2.0, -2.0 );
// returns NaN
If provided k = 0, the function evaluates the CDF of a degenerate distribution centered at 0.
var y = cdf( 2.0, 0.0 );
// returns 1.0
y = cdf( -2.0, 0.0 );
// returns 0.0
y = cdf( 0.0, 0.0 );
// returns 1.0
Returns a function for evaluating the cumulative distribution function for a chi-squared distribution with degrees of freedom k.
var mycdf = cdf.factory( 3.0 );
var y = mycdf( 6.0 );
// returns ~0.888
y = mycdf( 1.5 );
// returns ~0.318
var randu = require( '@stdlib/random-base-randu' );
var round = require( '@stdlib/math-base-special-round' );
var cdf = require( '@stdlib/stats-base-dists-chisquare-cdf' );
var k;
var x;
var y;
var i;
for ( i = 0; i < 20; i++ ) {
x = randu() * 10.0;
k = round( randu()*5.0 );
y = cdf( x, k );
console.log( 'x: %d, k: %d, F(x;k): %d', x.toFixed( 4 ), k.toFixed( 4 ), y.toFixed( 4 ) );
}
This package is part of stdlib, a standard library for JavaScript and Node.js, with an emphasis on numerical and scientific computing. The library provides a collection of robust, high performance libraries for mathematics, statistics, streams, utilities, and more.
For more information on the project, filing bug reports and feature requests, and guidance on how to develop stdlib, see the main project repository.
See LICENSE.
Copyright © 2016-2023. The Stdlib Authors.
0.1.0 (2023-09-24)
<section class="features">81ca3ab - update minimum TypeScript version81ca3ab: update minimum TypeScript version to 4.1
81ca3ab - feat: update minimum TypeScript version (by Philipp Burckhardt)d5fa8e8 - test: use strictEqual checks (by Philipp Burckhardt)37f032d - docs: render equations via math code blocks (by Philipp Burckhardt)A total of 1 person contributed to this release. Thank you to this contributor:
FAQs
Chi-squared distribution cumulative distribution function (CDF).
We found that @stdlib/stats-base-dists-chisquare-cdf demonstrated a healthy version release cadence and project activity because the last version was released less than a year ago. It has 0 open source maintainers collaborating on the project.
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