// 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 #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 const *)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; }