1 /*
2 * Licensed to the Apache Software Foundation (ASF) under one or more
3 * contributor license agreements. See the NOTICE file distributed with
4 * this work for additional information regarding copyright ownership.
5 * The ASF licenses this file to You under the Apache License, Version 2.0
6 * (the "License"); you may not use this file except in compliance with
7 * the License. You may obtain a copy of the License at
8 *
9 * https://www.apache.org/licenses/LICENSE-2.0
10 *
11 * Unless required by applicable law or agreed to in writing, software
12 * distributed under the License is distributed on an "AS IS" BASIS,
13 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
14 * See the License for the specific language governing permissions and
15 * limitations under the License.
16 */
17
18 /*
19 * This is not the original file distributed by the Apache Software Foundation
20 * It has been modified by the Hipparchus project
21 */
22 package org.hipparchus.distribution.continuous;
23
24 /**
25 * Implementation of the chi-squared distribution.
26 *
27 * @see <a href="http://en.wikipedia.org/wiki/Chi-squared_distribution">Chi-squared distribution (Wikipedia)</a>
28 * @see <a href="http://mathworld.wolfram.com/Chi-SquaredDistribution.html">Chi-squared Distribution (MathWorld)</a>
29 */
30 public class ChiSquaredDistribution extends AbstractRealDistribution {
31 /** Serializable version identifier */
32 private static final long serialVersionUID = 20160320L;
33 /** Internal Gamma distribution. */
34 private final GammaDistribution gamma;
35
36 /**
37 * Create a Chi-Squared distribution with the given degrees of freedom.
38 *
39 * @param degreesOfFreedom Degrees of freedom.
40 */
41 public ChiSquaredDistribution(double degreesOfFreedom) {
42 this(degreesOfFreedom, DEFAULT_SOLVER_ABSOLUTE_ACCURACY);
43 }
44
45 /**
46 * Create a Chi-Squared distribution with the given degrees of freedom and
47 * inverse cumulative probability accuracy.
48 *
49 * @param degreesOfFreedom Degrees of freedom.
50 * @param inverseCumAccuracy the maximum absolute error in inverse
51 * cumulative probability estimates (defaults to
52 * {@link #DEFAULT_SOLVER_ABSOLUTE_ACCURACY}).
53 */
54 public ChiSquaredDistribution(double degreesOfFreedom,
55 double inverseCumAccuracy) {
56 super(inverseCumAccuracy);
57
58 gamma = new GammaDistribution(degreesOfFreedom / 2, 2);
59 }
60
61 /**
62 * Access the number of degrees of freedom.
63 *
64 * @return the degrees of freedom.
65 */
66 public double getDegreesOfFreedom() {
67 return gamma.getShape() * 2.0;
68 }
69
70 /** {@inheritDoc} */
71 @Override
72 public double density(double x) {
73 return gamma.density(x);
74 }
75
76 /** {@inheritDoc} **/
77 @Override
78 public double logDensity(double x) {
79 return gamma.logDensity(x);
80 }
81
82 /** {@inheritDoc} */
83 @Override
84 public double cumulativeProbability(double x) {
85 return gamma.cumulativeProbability(x);
86 }
87
88 /**
89 * {@inheritDoc}
90 *
91 * For {@code k} degrees of freedom, the mean is {@code k}.
92 */
93 @Override
94 public double getNumericalMean() {
95 return getDegreesOfFreedom();
96 }
97
98 /**
99 * {@inheritDoc}
100 *
101 * @return {@code 2 * k}, where {@code k} is the number of degrees of freedom.
102 */
103 @Override
104 public double getNumericalVariance() {
105 return 2 * getDegreesOfFreedom();
106 }
107
108 /**
109 * {@inheritDoc}
110 *
111 * The lower bound of the support is always 0 no matter the
112 * degrees of freedom.
113 *
114 * @return zero.
115 */
116 @Override
117 public double getSupportLowerBound() {
118 return 0;
119 }
120
121 /**
122 * {@inheritDoc}
123 *
124 * The upper bound of the support is always positive infinity no matter the
125 * degrees of freedom.
126 *
127 * @return {@code Double.POSITIVE_INFINITY}.
128 */
129 @Override
130 public double getSupportUpperBound() {
131 return Double.POSITIVE_INFINITY;
132 }
133
134 /**
135 * {@inheritDoc}
136 *
137 * The support of this distribution is connected.
138 *
139 * @return {@code true}
140 */
141 @Override
142 public boolean isSupportConnected() {
143 return true;
144 }
145 }