38 lines
790 B
Ruby
38 lines
790 B
Ruby
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module Statistics
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module Distribution
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class ChiSquared
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attr_accessor :degrees_of_freedom
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alias_method :mean, :degrees_of_freedom
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def initialize(k)
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self.degrees_of_freedom = k
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end
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def cumulative_function(value)
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k = degrees_of_freedom/2.0
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Math.lower_incomplete_gamma_function(k, value/2.0)/Math.gamma(k)
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end
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def density_function(value)
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return 0 if value < 0
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common = degrees_of_freedom/2.0
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left_down = (2 ** common) * Math.gamma(common)
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right = (value ** (common - 1)) * Math.exp(-(value/2.0))
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(1.0/left_down) * right
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end
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def mode
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[degrees_of_freedom - 2, 0].max
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end
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def variance
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degrees_of_freedom * 2
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end
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end
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end
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end
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