UpsilonNumworks/Upsilon
1
0
Fork 0
mirror of https://github.com/UpsilonNumworks/Upsilon.git synced 2026-03-23 15:50:49 +01:00
Code Issues Packages Projects Releases Wiki Activity

[apps/proba] Use brent algorithm for chi-squred cumulDistInvForProba

Browse Source
This commit is contained in:
Léa Saviot
2019-08-13 13:42:52 +02:00
parent 52d67024bf
commit c0ac4fb6d0
2 changed files with 19 additions and 4 deletions
Download Patch File Download Diff File Expand all files Collapse all files

22
apps/probability/law/chi_squared_law.cpp
View File

@@ -1,7 +1,7 @@
#include "chi_squared_law.h"
#include "regularized_gamma.h"
#include <poincare/solver.h>
#include <cmath>
#include <float.h>
namespace Probability {
@@ -57,13 +57,27 @@ double ChiSquaredLaw::cumulativeDistributiveInverseForProbability(double * proba
if (*probability <= 0) {
return 0;
}
return 0;
//TODO
Poincare::Coordinate2D result = Poincare::Solver::BrentMinimum(
0.0,
20.0,
[](double x, Poincare::Context * context, Poincare::Preferences::ComplexFormat complexFormat, Poincare::Preferences::AngleUnit angleUnit, const void * context1, const void * context2, const void * context3) {
const ChiSquaredLaw * law = reinterpret_cast<const ChiSquaredLaw *>(context1);
const double * proba = reinterpret_cast<const double *>(context2);
return std::fabs(law->cumulativeDistributiveFunctionAtAbscissa(x) - *proba);
},
nullptr,
Poincare::Preferences::sharedPreferences()->complexFormat(),
Poincare::Preferences::sharedPreferences()->angleUnit(),
this,
probability,
nullptr);
assert(std::fabs(result.value()) < FLT_EPSILON*10); // TODO FLT_EPSILON is too strict
return result.abscissa();
}
float ChiSquaredLaw::coefficient() const {
const float halfk = m_parameter1/2;
return 1 / (2 * std::tgamma(halfk));
return 1 / (2 * std::exp(std::lgamma(halfk)));
}
}

1
apps/probability/law/chi_squared_law.h
View File

@@ -2,6 +2,7 @@
#define PROBABILITY_CHI_SQUARED_LAW_H
#include "one_parameter_law.h"
#include <float.h>
namespace Probability {