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vpdfl_prob_chi2.cxx File Reference


Detailed Description

Definition in file vpdfl_prob_chi2.cxx.

#include "vpdfl_prob_chi2.h"
#include <vcl_iostream.h>
#include <vcl_cstdlib.h>
#include <mbl/mbl_gamma.h>

Go to the source code of this file.

Functions

double vpdfl_chi2_for_cum_prob (double p, int n_dof, double tol)
 Returns X such that P(chi<X | dof==n)==p.
double vpdfl_cum_prob_chi2 (int n_dof, double chi2)
 P(chi<chi2).


Function Documentation

double vpdfl_chi2_for_cum_prob double  p,
int  n,
double  tol = 0.001
 

Returns X such that P(chi<X | dof==n)==p.

The value of Chi-Squared such that the probability that a random variable drawn from a chi-2 distribution is less than Chi_Squared is p.

Parameters:
p Target probability
n Number of dimensions
tol Tolerance of result (default = 0.001)

Definition at line 10 of file vpdfl_prob_chi2.cxx.

double vpdfl_cum_prob_chi2 int  n_dof,
double  chi2
 

P(chi<chi2).

Calculates the probability that a value generated at random from a chi-square distribution with given degrees of freedom is less than the value chi2

Parameters:
n_dof Number of degrees of freedom
chi2 Value of chi-squared

Definition at line 61 of file vpdfl_prob_chi2.cxx.


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