fixed dependencies

vendor/gonum.org/v1/gonum/stat/distuv/chisquared.go

@@ -0,0 +1,102 @@
+// Copyright ©2016 The Gonum Authors. All rights reserved.
+// Use of this source code is governed by a BSD-style
+// license that can be found in the LICENSE file.
+
+package distuv
+
+import (
+	"math"
+
+	"golang.org/x/exp/rand"
+
+	"gonum.org/v1/gonum/mathext"
+)
+
+// ChiSquared implements the χ² distribution, a one parameter distribution
+// with support on the positive numbers.
+//
+// The density function is given by
+//
+//	1/(2^{k/2} * Γ(k/2)) * x^{k/2 - 1} * e^{-x/2}
+//
+// It is a special case of the Gamma distribution, Γ(k/2, 1/2).
+//
+// For more information, see https://en.wikipedia.org/wiki/Chi-squared_distribution.
+type ChiSquared struct {
+	// K is the shape parameter, corresponding to the degrees of freedom. Must
+	// be greater than 0.
+	K float64
+
+	Src rand.Source
+}
+
+// CDF computes the value of the cumulative density function at x.
+func (c ChiSquared) CDF(x float64) float64 {
+	return mathext.GammaIncReg(c.K/2, x/2)
+}
+
+// ExKurtosis returns the excess kurtosis of the distribution.
+func (c ChiSquared) ExKurtosis() float64 {
+	return 12 / c.K
+}
+
+// LogProb computes the natural logarithm of the value of the probability
+// density function at x.
+func (c ChiSquared) LogProb(x float64) float64 {
+	if x < 0 {
+		return math.Inf(-1)
+	}
+	lg, _ := math.Lgamma(c.K / 2)
+	return (c.K/2-1)*math.Log(x) - x/2 - (c.K/2)*math.Ln2 - lg
+}
+
+// Mean returns the mean of the probability distribution.
+func (c ChiSquared) Mean() float64 {
+	return c.K
+}
+
+// Mode returns the mode of the distribution.
+func (c ChiSquared) Mode() float64 {
+	return math.Max(c.K-2, 0)
+}
+
+// NumParameters returns the number of parameters in the distribution.
+func (c ChiSquared) NumParameters() int {
+	return 1
+}
+
+// Prob computes the value of the probability density function at x.
+func (c ChiSquared) Prob(x float64) float64 {
+	return math.Exp(c.LogProb(x))
+}
+
+// Rand returns a random sample drawn from the distribution.
+func (c ChiSquared) Rand() float64 {
+	return Gamma{c.K / 2, 0.5, c.Src}.Rand()
+}
+
+// Quantile returns the inverse of the cumulative distribution function.
+func (c ChiSquared) Quantile(p float64) float64 {
+	if p < 0 || p > 1 {
+		panic(badPercentile)
+	}
+	return mathext.GammaIncRegInv(0.5*c.K, p) * 2
+}
+
+// StdDev returns the standard deviation of the probability distribution.
+func (c ChiSquared) StdDev() float64 {
+	return math.Sqrt(c.Variance())
+}
+
+// Survival returns the survival function (complementary CDF) at x.
+func (c ChiSquared) Survival(x float64) float64 {
+	if x < 0 {
+		return 1
+	}
+	return mathext.GammaIncRegComp(0.5*c.K, 0.5*x)
+}
+
+// Variance returns the variance of the probability distribution.
+func (c ChiSquared) Variance() float64 {
+	return 2 * c.K
+}