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Published: Sep 13, 2021 License: GPL-2.0 Imports: 2 Imported by: 4



Package dist implements functions for discrete distributions.



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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.


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