dist

Documentation

Overview

Package dist implements functions for discrete distributions.

Index

• func CDFBeta(x, pin, qin float64) float64
• func DiscreteBeta(p, q float64, K int, UseMedian bool, tmp, res []float64) []float64
• func DiscreteGamma(alpha, beta float64, K int, UseMedian bool, tmp, res []float64) []float64
• func IncompleteGamma(x, alpha float64) (gin float64)
• func LnBeta(p, q float64) float64
• func QuantileBeta(prob, p, q float64) float64
• func QuantileChi2(prob, v float64) (ch float64)
• func QuantileGamma(prob, alpha, beta float64) float64
• func QuantileNormal(prob float64) float64

Functions

func CDFBeta

func CDFBeta(x, pin, qin float64) float64

CDFBeta returns distribution function of the standard form of the beta distribution, that is, the incomplete beta ratio I_x(p,q).

This is also known as the incomplete beta function ratio I_x(p, q)

func DiscreteBeta

func DiscreteBeta(p, q float64, K int, UseMedian bool, tmp, res []float64) []float64

DiscreteBeta returns discrete beta distribution.

func DiscreteGamma

func DiscreteGamma(alpha, beta float64, K int, UseMedian bool, tmp, res []float64) []float64

DiscreteGamma returns discrete gamma distribution.

func IncompleteGamma

func IncompleteGamma(x, alpha float64) (gin float64)

IncompleteGamma returns the incomplete gamma ratio I(x,alpha) where x is the upper limit of the integration and alpha is the shape parameter.

func LnBeta

func LnBeta(p, q float64) float64

LnBeta returns log of Beta function.

func QuantileBeta

func QuantileBeta(prob, p, q float64) float64

QuantileBeta calculates the Quantile of the beta distribution

func QuantileChi2

func QuantileChi2(prob, v float64) (ch float64)

QuantileChi2 returns z so that Prob{x<z}=prob where x is Chi2 distributed with df=v

returns -1 if in error. 0.000002<prob<0.999998

RATNEST FORTRAN by Best DJ & Roberts DE (1975) The percentage points of the Chi2 distribution. Applied Statistics 24: 385-388. (AS91)

Converted into C by Ziheng Yang, Oct. 1993.

func QuantileGamma

func QuantileGamma(prob, alpha, beta float64) float64

QuantileGamma returns quantile for gamma distribution.

func QuantileNormal

func QuantileNormal(prob float64) float64

QuantileNormal returns quantile for normal distribution.