| /* |
| * Licensed to the Apache Software Foundation (ASF) under one or more |
| * contributor license agreements. See the NOTICE file distributed with |
| * this work for additional information regarding copyright ownership. |
| * The ASF licenses this file to You under the Apache License, Version 2.0 |
| * (the "License"); you may not use this file except in compliance with |
| * the License. You may obtain a copy of the License at |
| * |
| * http://www.apache.org/licenses/LICENSE-2.0 |
| * |
| * Unless required by applicable law or agreed to in writing, software |
| * distributed under the License is distributed on an "AS IS" BASIS, |
| * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. |
| * See the License for the specific language governing permissions and |
| * limitations under the License. |
| */ |
| package org.apache.commons.statistics.distribution; |
| |
| import org.apache.commons.rng.UniformRandomProvider; |
| |
| /** |
| * Implementation of the <a href="http://en.wikipedia.org/wiki/Chi-squared_distribution">chi-squared distribution</a>. |
| */ |
| public class ChiSquaredDistribution extends AbstractContinuousDistribution { |
| /** Internal Gamma distribution. */ |
| private final GammaDistribution gamma; |
| |
| /** |
| * Creates a distribution. |
| * |
| * @param degreesOfFreedom Degrees of freedom. |
| * @throws IllegalArgumentException if {@code degreesOfFreedom <= 0}. |
| */ |
| public ChiSquaredDistribution(double degreesOfFreedom) { |
| gamma = new GammaDistribution(degreesOfFreedom / 2, 2); |
| } |
| |
| /** |
| * Access the number of degrees of freedom. |
| * |
| * @return the degrees of freedom. |
| */ |
| public double getDegreesOfFreedom() { |
| return gamma.getShape() * 2; |
| } |
| |
| /** {@inheritDoc} */ |
| @Override |
| public double density(double x) { |
| return gamma.density(x); |
| } |
| |
| /** {@inheritDoc} **/ |
| @Override |
| public double logDensity(double x) { |
| return gamma.logDensity(x); |
| } |
| |
| /** {@inheritDoc} */ |
| @Override |
| public double cumulativeProbability(double x) { |
| return gamma.cumulativeProbability(x); |
| } |
| |
| /** {@inheritDoc} */ |
| @Override |
| public double survivalProbability(double x) { |
| return gamma.survivalProbability(x); |
| } |
| |
| /** |
| * {@inheritDoc} |
| * |
| * <p>For {@code k} degrees of freedom, the mean is {@code k}. |
| */ |
| @Override |
| public double getMean() { |
| return getDegreesOfFreedom(); |
| } |
| |
| /** |
| * {@inheritDoc} |
| * |
| * @return {@code 2 * k}, where {@code k} is the number of degrees of freedom. |
| */ |
| @Override |
| public double getVariance() { |
| return 2 * getDegreesOfFreedom(); |
| } |
| |
| /** |
| * {@inheritDoc} |
| * |
| * <p>The lower bound of the support is always 0 no matter the |
| * degrees of freedom. |
| * |
| * @return zero. |
| */ |
| @Override |
| public double getSupportLowerBound() { |
| return 0; |
| } |
| |
| /** |
| * {@inheritDoc} |
| * |
| * <p>The upper bound of the support is always positive infinity no matter the |
| * degrees of freedom. |
| * |
| * @return {@code Double.POSITIVE_INFINITY}. |
| */ |
| @Override |
| public double getSupportUpperBound() { |
| return Double.POSITIVE_INFINITY; |
| } |
| |
| /** |
| * {@inheritDoc} |
| * |
| * <p>The support of this distribution is connected. |
| * |
| * @return {@code true} |
| */ |
| @Override |
| public boolean isSupportConnected() { |
| return true; |
| } |
| |
| /** |
| * {@inheritDoc} |
| * |
| * <p> |
| * Sampling algorithms: |
| * <ul> |
| * <li> |
| * For {@code 0 < degreesOfFreedom < 2}: |
| * <blockquote> |
| * Ahrens, J. H. and Dieter, U., |
| * <i>Computer methods for sampling from gamma, beta, Poisson and binomial distributions,</i> |
| * Computing, 12, 223-246, 1974. |
| * </blockquote> |
| * </li> |
| * <li> |
| * For {@code degreesOfFreedom >= 2}: |
| * <blockquote> |
| * Marsaglia and Tsang, <i>A Simple Method for Generating |
| * Gamma Variables.</i> ACM Transactions on Mathematical Software, |
| * Volume 26 Issue 3, September, 2000. |
| * </blockquote> |
| * </li> |
| * </ul> |
| */ |
| @Override |
| public ContinuousDistribution.Sampler createSampler(final UniformRandomProvider rng) { |
| return gamma.createSampler(rng); |
| } |
| } |