diff options
Diffstat (limited to 'lib/chi_squared_pdf.c')
| -rw-r--r-- | lib/chi_squared_pdf.c | 49 |
1 files changed, 49 insertions, 0 deletions
diff --git a/lib/chi_squared_pdf.c b/lib/chi_squared_pdf.c new file mode 100644 index 0000000..7f2ba09 --- /dev/null +++ b/lib/chi_squared_pdf.c @@ -0,0 +1,49 @@ +// Chi-Squared PDF +// +// chi_squared_pdf - χ² probability density +// +// f(x; k) = x^(k/2-1) * e^(-x/2) / (2^(k/2) * Γ(k/2)), for x > 0 +// +// Inputs: 1 +// Outputs: 1 (PDF value) +// Constants: 1 (degrees of freedom) + +#include <math.h> +#include "ts.h" + +typedef struct { + fp_t k; +} ts_chi_squared_pdf_params_t; + +ts_parameter_t const ts_chi_squared_pdf_p = { .n_inputs = 1, .n_outputs = 1, .n_constants = 1, .params_size = sizeof(ts_chi_squared_pdf_params_t) }; + +uint_t ts_chi_squared_pdf_offset( ts_constant_t const *c ) +{ + ( void )c; + return ( 0 ); +} + +int ts_chi_squared_pdf( + fp_t * const *y, uint_t y_n, + fp_t const * const *x, uint_t x_n, + uint_t n, ts_constant_t const *c +) +{ + TS_PROLOGUE( ts_chi_squared_pdf_p ); + if ( !c ) return -1; + fp_t k = ((ts_chi_squared_pdf_params_t *)c)->k; + if ( k <= 0 ) + { + for( uint_t i = 0; i < n; ++i ) y[0][i] = 0; + return -1; + } + for( uint_t i = 0; i < n; ++i ) + { + fp_t xi = x[0][i]; + y[0][i] = xi > 0 ? pow( xi, k / 2.0 - 1.0 ) * exp( -xi / 2.0 ) / ( pow( 2.0, k / 2.0 ) * tgamma( k / 2.0 ) ) : 0.0; + } + return 0; +} + + + |