Class: Bullshit::ChiSquareDistribution

Attributes

df[R]

(Not documented)

Public Class Methods

new(df) click to toggle source

Creates a ChiSquareDistribution for df degrees of freedom.

# File lib/bullshit.rb, line 910
    def initialize(df)
      @df = df
      @df_half = @df / 2.0
    end

Public Instance Methods

inverse_probability(p) click to toggle source

Returns the inverse cumulative probability value of the NormalDistribution for the probability p.

# File lib/bullshit.rb, line 929
    def inverse_probability(p)
      case
      when p <= 0, p >= 1
        0.0
      else
        begin
          bisect = NewtonBisection.new { |x| probability(x) - p }
          range = bisect.bracket 0.5..10
          bisect.solve(range, 1_000_000)
        rescue
          0 / 0.0
        end
      end
    end

probability(x) click to toggle source

Returns the cumulative probability (p-value) of the ChiSquareDistribution for the value x.

# File lib/bullshit.rb, line 919
    def probability(x)
      if x < 0
        0.0
      else
        gammaP_regularized(x / 2, @df_half)
      end
    end

In Files

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Methods

Included Modules

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Class Index

Bullshit::ChiSquareDistribution

Attributes

Public Class Methods

Public Instance Methods