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@stdlib/stats

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Standard library statistical functions.

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/** * @license Apache-2.0 * * Copyright (c) 2018 The Stdlib Authors. * * Licensed 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. */ 'use strict'; // MODULES // var gammaCDF = require( './../../../../../base/dists/gamma/cdf' ); var isnan = require( '@stdlib/math/base/assert/is-nan' ); // MAIN // /** * Evaluates the cumulative distribution function (CDF) for a chi distribution with degrees of freedom `k` at a value `x`. * * @param {number} x - input value * @param {NonNegativeNumber} k - degrees of freedom * @returns {Probability} evaluated CDF * * @example * var y = cdf( 2.0, 3.0 ); * // returns ~0.739 * * @example * var y = cdf( 1.0, 0.5 ); * // returns ~0.846 * * @example * var y = cdf( -1.0, 4.0 ); * // returns 0.0 * * @example * var y = cdf( NaN, 1.0 ); * // returns NaN * * @example * var y = cdf( 0.0, NaN ); * // returns NaN * * @example * // Negative degrees of freedom: * var y = cdf( 2.0, -1.0 ); * // returns NaN */ function cdf( x, k ) { if ( isnan( x ) || isnan( k ) || k < 0.0 ) { return NaN; } if ( k === 0.0 ) { return ( x < 0 ) ? 0.0 : 1.0; } if ( x <= 0.0 ) { return 0.0; } return gammaCDF( x*x, k/2.0, 0.5 ); } // EXPORTS // module.exports = cdf;