public void InverseTest()
{
double expected = 1.8307038053275149991e+01;
double actual = ChiSquareDistribution.Inverse(0.95, 10);
Assert.AreEqual(expected, actual, 1e-14);
}
public void InverseTest2()
{
double[] p =
{
0.003898633, 0.956808760, 0.318487983,
0.887227832, 0.641802182, 0.640345741,
0.931996171, 0.426819547, 0.624824460,
0.247553652, 0.282827901, 0.313780766,
0.093206440, 0.392279489, 0.601228848
};
double[] expected =
{
2.3875256301085814295e-05, 4.0879013123718950240e+00, 1.6842875232305037914e-01,
2.5149366098649084122e+00, 8.4420178057142991612e-01, 8.3910013681477579883e-01,
3.3305572850409235208e+00, 3.1738990781989129264e-01, 7.8645062825981804089e-01,
9.9486814436765019787e-02, 1.3121839127554768556e-01, 1.6320884169279117892e-01,
1.3708641978779382772e-02, 2.6350767581793288485e-01, 7.1202870676363294589e-01,
};
double[] actual = new double[p.Length];
for (int i = 0; i < actual.Length; i++)
{
actual[i] = ChiSquareDistribution.Inverse(p[i], 1);
}
Assert.IsTrue(expected.IsEqual(actual, atol: 1e-14));
}
private double CalculateThreshold(double quantile) => Math.Sqrt(ChiSquareDistribution.Inverse(quantile, Dimensions));
