Header menu logo FSharp.Stats

ChiSquared Type

ChiSquared distribution.

Static members

Static member Description

ChiSquared.CDF(dof) (x)

Full Usage: ChiSquared.CDF(dof) (x)

Parameters:
    dof : float -
    x : float -

Returns: float

Computes the cumulative distribution function.

dof : float

x : float

Returns: float

Example

ChiSquared.CheckParam(dof)

Full Usage: ChiSquared.CheckParam(dof)

Parameters:
    dof : float

dof : float

ChiSquared.Estimate(observations, ?weights)

Full Usage: ChiSquared.Estimate(observations, ?weights)

Parameters:
    observations : float[] - An array of observed values.
    ?weights : float[] - Optional weights.

Returns: ContinuousDistribution<float, float> An initialized Chi-squared distribution with estimated k.
Modifiers: inline

Estimates the Chi-squared distribution from data.

observations : float[]

An array of observed values.

?weights : float[]

Optional weights.

Returns: ContinuousDistribution<float, float>

An initialized Chi-squared distribution with estimated k.

ChiSquared.Fit(observations, ?weights)

Full Usage: ChiSquared.Fit(observations, ?weights)

Parameters:
    observations : ^T[] - An array of observed values.
    ?weights : ^T[] - Optional weights.

Returns: ^T Estimated degrees of freedom k.
Modifiers: inline
Type parameters: ^T, ^a

Fits a Chi-squared distribution by method-of-moments from raw observations.

observations : ^T[]

An array of observed values.

?weights : ^T[]

Optional weights.

Returns: ^T

Estimated degrees of freedom k.

ChiSquared.Init(dof)

Full Usage: ChiSquared.Init(dof)

Parameters:
    dof : float -

Returns: ContinuousDistribution<float, float>

Initializes a ChiSquared distribution

dof : float

Returns: ContinuousDistribution<float, float>

Example

ChiSquared.InvCDF(dof) (p)

Full Usage: ChiSquared.InvCDF(dof) (p)

Parameters:
    dof : float - Degrees of freedom.
    p : float - The probability value in [0.0, 1.0].

Returns: float The quantile corresponding to the cumulative probability p.

Computes the inverse CDF (quantile function).

dof : float

Degrees of freedom.

p : float

The probability value in [0.0, 1.0].

Returns: float

The quantile corresponding to the cumulative probability p.

ChiSquared.Mean(dof)

Full Usage: ChiSquared.Mean(dof)

Parameters:
    dof : float -

Returns: float

Computes the mean.

dof : float

Returns: float

Example

ChiSquared.Mode(dof)

Full Usage: ChiSquared.Mode(dof)

Parameters:
    dof : float -

Returns: float

Computes the mode.

dof : float

Returns: float

Example

ChiSquared.PDF(dof) (x)

Full Usage: ChiSquared.PDF(dof) (x)

Parameters:
    dof : float -
    x : float -

Returns: float

Computes the probability density function.

dof : float

x : float

Returns: float

Example

ChiSquared.Sample(dof)

Full Usage: ChiSquared.Sample(dof)

Parameters:
    dof : float -

Returns: float

Produces a random sample using the current random number generator (from GetSampleGenerator()).

dof : float

Returns: float

Example

ChiSquared.SampleUnchecked(dof)

Full Usage: ChiSquared.SampleUnchecked(dof)

Parameters:
    dof : float - Degrees of freedom (must be positive).

Returns: float A sample from χ²(dof), interpreted as Gamma(dof/2, 2).
dof : float

Degrees of freedom (must be positive).

Returns: float

A sample from χ²(dof), interpreted as Gamma(dof/2, 2).

ChiSquared.StandardDeviation(dof)

Full Usage: ChiSquared.StandardDeviation(dof)

Parameters:
    dof : float -

Returns: float

Computes the standard deviation.

dof : float

Returns: float

Example

ChiSquared.Support(dof)

Full Usage: ChiSquared.Support(dof)

Parameters:
    dof : float -

Returns: Interval<float>

Returns the support of the exponential distribution: [0, Positive Infinity).

dof : float

Returns: Interval<float>

Example

ChiSquared.ToString(dof)

Full Usage: ChiSquared.ToString(dof)

Parameters:
    dof : float -

Returns: string

A string representation of the distribution.

dof : float

Returns: string

Example

ChiSquared.Variance(dof)

Full Usage: ChiSquared.Variance(dof)

Parameters:
    dof : float -

Returns: float

Computes the variance.

dof : float

Returns: float

Example

Type something to start searching.