boostmath (version 1.0.0)

non_central_chi_squared_distribution: Noncentral Chi-Squared Distribution Functions

Description

Functions to compute the probability density function, cumulative distribution function, and quantile function for the Noncentral Chi-Squared distribution.

Usage

non_central_chi_squared_pdf(x, df, lambda)
non_central_chi_squared_lpdf(x, df, lambda)
non_central_chi_squared_cdf(x, df, lambda)
non_central_chi_squared_lcdf(x, df, lambda)
non_central_chi_squared_quantile(p, df, lambda)

Value

A single numeric value with the computed probability density, log-probability density, cumulative distribution, log-cumulative distribution, or quantile depending on the function called.

Arguments

x

quantile

df

degrees of freedom (df > 0)

lambda

noncentrality parameter (lambda >= 0)

p

probability (0 <= p <= 1)

See Also

Boost Documentation for more details on the mathematical background.

Examples

if (FALSE) {
# Noncentral Chi-Squared distribution with 3 degrees of freedom and noncentrality
# parameter 1
non_central_chi_squared_pdf(2, 3, 1)
non_central_chi_squared_lpdf(2, 3, 1)
non_central_chi_squared_cdf(2, 3, 1)
non_central_chi_squared_lcdf(2, 3, 1)
non_central_chi_squared_quantile(0.5, 3, 1)
}