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use crate::distribution::{Continuous, Gamma, Univariate}; use rand::distributions::Distribution; use rand::Rng; use crate::statistics::*; use std::f64; use crate::Result; /// Implements the /// [Chi-squared](https://en.wikipedia.org/wiki/Chi-squared_distribution) /// distribution which is a special case of the /// [Gamma](https://en.wikipedia.org/wiki/Gamma_distribution) distribution /// (referenced [Here](./struct.Gamma.html)) /// /// # Examples /// /// ``` /// use statrs::distribution::{ChiSquared, Continuous}; /// use statrs::statistics::Mean; /// use statrs::prec; /// /// let n = ChiSquared::new(3.0).unwrap(); /// assert_eq!(n.mean(), 3.0); /// assert!(prec::almost_eq(n.pdf(4.0), 0.107981933026376103901, 1e-15)); /// ``` #[derive(Debug, Copy, Clone, PartialEq)] pub struct ChiSquared { freedom: f64, g: Gamma, } impl ChiSquared { /// Constructs a new chi-squared distribution with `freedom` /// degrees of freedom. This is equivalent to a Gamma distribution /// with a shape of `freedom / 2.0` and a rate of `0.5`. /// /// # Errors /// /// Returns an error if `freedom` is `NaN` or less than /// or equal to `0.0` /// /// # Examples /// /// ``` /// use statrs::distribution::ChiSquared; /// /// let mut result = ChiSquared::new(3.0); /// assert!(result.is_ok()); /// /// result = ChiSquared::new(0.0); /// assert!(result.is_err()); /// ``` pub fn new(freedom: f64) -> Result<ChiSquared> { Gamma::new(freedom / 2.0, 0.5).map(|g| ChiSquared { freedom: freedom, g: g, }) } /// Returns the degrees of freedom of the chi-squared /// distribution /// /// # Examples /// /// ``` /// use statrs::distribution::ChiSquared; /// /// let n = ChiSquared::new(3.0).unwrap(); /// assert_eq!(n.freedom(), 3.0); /// ``` pub fn freedom(&self) -> f64 { self.freedom } /// Returns the shape of the underlying Gamma distribution /// /// # Examples /// /// ``` /// use statrs::distribution::ChiSquared; /// /// let n = ChiSquared::new(3.0).unwrap(); /// assert_eq!(n.shape(), 3.0 / 2.0); /// ``` pub fn shape(&self) -> f64 { self.g.shape() } /// Returns the rate of the underlying Gamma distribution /// /// # Examples /// /// ``` /// use statrs::distribution::ChiSquared; /// /// let n = ChiSquared::new(3.0).unwrap(); /// assert_eq!(n.rate(), 0.5); /// ``` pub fn rate(&self) -> f64 { self.g.rate() } } impl Distribution<f64> for ChiSquared { fn sample<R: Rng + ?Sized>(&self, r: &mut R) -> f64 { Distribution::sample(&self.g, r) } } impl Univariate<f64, f64> for ChiSquared { /// Calculates the cumulative distribution function for the /// chi-squared distribution at `x` /// /// # Formula /// /// ```ignore /// (1 / Γ(k / 2)) * γ(k / 2, x / 2) /// ``` /// /// where `k` is the degrees of freedom, `Γ` is the gamma function, /// and `γ` is the lower incomplete gamma function fn cdf(&self, x: f64) -> f64 { self.g.cdf(x) } } impl Min<f64> for ChiSquared { /// Returns the minimum value in the domain of the /// chi-squared distribution representable by a double precision /// float /// /// # Formula /// /// ```ignore /// 0 /// ``` fn min(&self) -> f64 { 0.0 } } impl Max<f64> for ChiSquared { /// Returns the maximum value in the domain of the /// chi-squared distribution representable by a double precision /// float /// /// # Formula /// /// ```ignore /// INF /// ``` fn max(&self) -> f64 { f64::INFINITY } } impl Mean<f64> for ChiSquared { /// Returns the mean of the chi-squared distribution /// /// # Formula /// /// ```ignore /// k /// ``` /// /// where `k` is the degrees of freedom fn mean(&self) -> f64 { self.g.mean() } } impl Variance<f64> for ChiSquared { /// Returns the variance of the chi-squared distribution /// /// # Formula /// /// ```ignore /// 2k /// ``` /// /// where `k` is the degrees of freedom fn variance(&self) -> f64 { self.g.variance() } /// Returns the standard deviation of the chi-squared distribution /// /// # Formula /// /// ```ignore /// sqrt(2k) /// ``` /// /// where `k` is the degrees of freedom fn std_dev(&self) -> f64 { self.g.std_dev() } } impl Entropy<f64> for ChiSquared { /// Returns the entropy of the chi-squared distribution /// /// # Formula /// /// ```ignore /// (k / 2) + ln(2 * Γ(k / 2)) + (1 - (k / 2)) * ψ(k / 2) /// ``` /// /// where `k` is the degrees of freedom, `Γ` is the gamma function, /// and `ψ` is the digamma function fn entropy(&self) -> f64 { self.g.entropy() } } impl Skewness<f64> for ChiSquared { /// Returns the skewness of the chi-squared distribution /// /// # Formula /// /// ```ignore /// sqrt(8 / k) /// ``` /// /// where `k` is the degrees of freedom fn skewness(&self) -> f64 { self.g.skewness() } } impl Median<f64> for ChiSquared { /// Returns the median of the chi-squared distribution /// /// # Formula /// /// ```ignore /// k * (1 - (2 / 9k))^3 /// ``` fn median(&self) -> f64 { if self.freedom < 1.0 { // if k is small, calculate using expansion of formula self.freedom - 2.0 / 3.0 + 12.0 / (81.0 * self.freedom) - 8.0 / (729.0 * self.freedom * self.freedom) } else { // if k is large enough, median heads toward k - 2/3 self.freedom - 2.0 / 3.0 } } } impl Mode<f64> for ChiSquared { /// Returns the mode of the chi-squared distribution /// /// # Formula /// /// ```ignore /// k - 2 /// ``` /// /// where `k` is the degrees of freedom fn mode(&self) -> f64 { self.g.mode() } } impl Continuous<f64, f64> for ChiSquared { /// Calculates the probability density function for the chi-squared /// distribution at `x` /// /// # Formula /// /// ```ignore /// 1 / (2^(k / 2) * Γ(k / 2)) * x^((k / 2) - 1) * e^(-x / 2) /// ``` /// /// where `k` is the degrees of freedom and `Γ` is the gamma function fn pdf(&self, x: f64) -> f64 { self.g.pdf(x) } /// Calculates the log probability density function for the chi-squared /// distribution at `x` /// /// # Formula /// /// ```ignore /// ln(1 / (2^(k / 2) * Γ(k / 2)) * x^((k / 2) - 1) * e^(-x / 2)) /// ``` fn ln_pdf(&self, x: f64) -> f64 { self.g.ln_pdf(x) } } #[cfg_attr(rustfmt, rustfmt_skip)] #[cfg(test)] mod test { use std::f64; use crate::statistics::Median; use crate::distribution::ChiSquared; use crate::distribution::internal::*; fn try_create(freedom: f64) -> ChiSquared { let n = ChiSquared::new(freedom); assert!(n.is_ok()); n.unwrap() } fn test_case<F>(freedom: f64, expected: f64, eval: F) where F: Fn(ChiSquared) -> f64 { let n = try_create(freedom); let x = eval(n); assert_eq!(expected, x); } fn test_almost<F>(freedom: f64, expected: f64, acc: f64, eval: F) where F: Fn(ChiSquared) -> f64 { let n = try_create(freedom); let x = eval(n); assert_almost_eq!(expected, x, acc); } #[test] fn test_median() { test_almost(0.5, 0.0857338820301783264746, 1e-16, |x| x.median()); test_case(1.0, 1.0 - 2.0 / 3.0, |x| x.median()); test_case(2.0, 2.0 - 2.0 / 3.0, |x| x.median()); test_case(2.5, 2.5 - 2.0 / 3.0, |x| x.median()); test_case(3.0, 3.0 - 2.0 / 3.0, |x| x.median()); } #[test] fn test_continuous() { // TODO: figure out why this test fails: //test::check_continuous_distribution(&try_create(1.0), 0.0, 10.0); test::check_continuous_distribution(&try_create(2.0), 0.0, 10.0); test::check_continuous_distribution(&try_create(5.0), 0.0, 50.0); } }