src/Statistics/distributions.cpp File Reference

Helper functions for the Distribution class. More...

#include "distributions.h"
#include <cmath>
#include <iostream>

Defines

#define PI   3.14159265358979323846

Functions

static double inc_gamma (double a, double x)
 The lower incomplete gamma function for integers and half integers.
static double ierf (double a)


Detailed Description

Helper functions for the Distribution class.

Various hypothesis tests.


Define Documentation

#define PI   3.14159265358979323846


Function Documentation

static double ierf ( double  a  )  [static]

static double inc_gamma ( double  a,
double  x 
) [static]

The lower incomplete gamma function for integers and half integers.

Parameters:
a :The power $a$ in $\gamma(a,x)$
x :The limit x in $\gamma(a,x)$
This implementation uses the recursive definition, $\gamma(a,x)=(a-1)\gamma(a-1,x)-x^{a-1} e^{-x}$. Large numbers are avoided by doing some computation in log space.


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