Class InverseNonCentralCumulativeChiSquareDistribution

Namespace

NanoQL.Numerics

Assembly

NanoQL.dll

The inverse of the cumulative non-central chi-squared distribution: the bracket's right end doubled from df + ncp until the distribution reaches the probability, then Brent's solver within the evaluations left.

public sealed class InverseNonCentralCumulativeChiSquareDistribution

Inheritance

object

InverseNonCentralCumulativeChiSquareDistribution

Inherited Members

object.GetType()

object.ToString()

object.Equals(object)

object.Equals(object, object)

object.ReferenceEquals(object, object)

object.GetHashCode()

Constructors

InverseNonCentralCumulativeChiSquareDistribution(double, double, int, double)

Initializes a new instance of the InverseNonCentralCumulativeChiSquareDistribution class.

public InverseNonCentralCumulativeChiSquareDistribution(double df, double ncp, int maxEvaluations = 10, double accuracy = 1E-08)

Parameters

df double

The degrees of freedom.

ncp double

The non-centrality.

maxEvaluations int

The maximum number of evaluations, bracketing and solving together.

accuracy double

The solver's accuracy.

Exceptions

ArgumentOutOfRangeException

maxEvaluations is negative.

Methods

Evaluate(double)

The value below which the distribution has probability x.

public double Evaluate(double x)

Parameters

x double

The probability.

Returns

double

The quantile.

Exceptions

NanoQLException

The distribution refuses a point, or the solver finds no root within the evaluations left.