/// <summary>
/// Returns the value of the probability density function.
/// </summary>
/// <param name="x">Value</param>
/// <returns>float precision floating point number</returns>
public float Function(float x)
{
if (x < 0)
{
return(0);
}
return((float)Math.Pow(x, k - 1) * (float)Math.Exp(-x / thetta) / (Special.Gamma(k) * (float)Math.Pow(thetta, k)));
}
/// <summary>
/// Gets the probability density function (pdf) for
/// the χ² distribution evaluated at point <c>x</c>.
/// </summary>
/// <remarks>
/// <para>
/// The Probability Density Function (PDF) describes the
/// probability that a given value <c>x</c> will occur.</para>
/// <para>
/// References:
/// <list type="bullet">
/// <item><description>
/// <a href="http://www.mathworks.com/access/helpdesk/help/toolbox/stats/chi2pdf.html">
/// http://www.mathworks.com/access/helpdesk/help/toolbox/stats/chi2pdf.html</a></description></item>
/// </list></para>
/// </remarks>
/// <returns>
/// The probability of <c>x</c> occurring
/// in the current distribution.</returns>
///
public override double ProbabilityDensityFunction(double x)
{
double v = degreesOfFreedom;
double m1 = System.Math.Pow(x, (v - 2.0) / 2.0);
double m2 = System.Math.Exp(-x / 2.0);
double m3 = System.Math.Pow(2, v / 2.0) * Special.Gamma(v / 2.0);
return((m1 * m2) / m3);
}
/// <summary>
/// Initializes a new instance of the <see cref="TDistribution"/> class.
/// </summary>
///
/// <param name="degreesOfFreedom">The degrees of freedom.</param>
///
public TDistribution(double degreesOfFreedom)
{
if (degreesOfFreedom < 1)
{
throw new ArgumentOutOfRangeException("degreesOfFreedom");
}
this.DegreesOfFreedom = degreesOfFreedom;
double v = degreesOfFreedom;
// TODO: Use LogGamma instead.
this.constant = Special.Gamma((v + 1) / 2.0) / (Math.Sqrt(v * Math.PI) * Special.Gamma(v / 2.0));
}
private void init(double shape, double spread)
{
double twoMuMu = 2.0 * Math.Pow(shape, shape);
double gammaMu = Special.Gamma(shape);
double spreadMu = Math.Pow(spread, shape);
nratio = -shape / spread;
twoMu1 = 2.0 * shape - 1.0;
constant = twoMuMu / (gammaMu * spreadMu);
mean = null;
variance = null;
}
/// <summary>
///
/// </summary>
/// <param name="mu"></param>
/// <param name="omega"></param>
private void Initialize(float mu, float omega)
{
Mu = mu;
Omega = omega;
float twoMuMu = 2.0f * (float)Math.Pow(mu, mu);
float gammaMu = Special.Gamma(mu);
float spreadMu = (float)Math.Pow(omega, mu);
nratio = -mu / omega;
twoMu1 = 2.0f * mu - 1.0f;
constant = twoMuMu / (gammaMu * spreadMu);
}