/// <summary>
/// Returns the probability distribution function.
/// </summary>
/// <param name="x"></param>
/// <returns></returns>
public double ProbabilityDistributionFunction(double x)
{
if (x <= 0.0)
{
throw new ArgumentException();
}
double logGamma = Fun.LogGamma(freedom / 2.0);
return(System.Math.Exp((freedom / 2.0 - 1.0) * System.Math.Log(x / 2.0) - x / 2.0 - logGamma) / 2.0);
}
/// <summary>
/// Sets the distribution parameter.
/// </summary>
/// <param name="freedom">degrees of freedom.</param>
/// <exception cref="ArgumentException">if <i>freedom <= 0.0</i>.</exception>
public void SetState(double freedom)
{
if (freedom <= 0.0)
{
throw new ArgumentException();
}
this.freedom = freedom;
double val = Fun.LogGamma((freedom + 1) / 2) - Fun.LogGamma(freedom / 2);
this.TERM = System.Math.Exp(val) / System.Math.Sqrt(System.Math.PI * freedom);
}
/// <summary>
/// Returns the probability distribution function.
/// </summary>
public double pdf(double x)
{
if (x < 0)
{
throw new ArgumentException();
}
if (x == 0)
{
if (alpha == 1.0)
{
return(1.0 / lambda);
}
else
{
return(0.0);
}
}
if (alpha == 1.0)
{
return(System.Math.Exp(-x / lambda) / lambda);
}
return(System.Math.Exp((alpha - 1.0) * System.Math.Log(x / lambda) - x / lambda - Fun.LogGamma(alpha)) / lambda);
}
