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use crate::{ consts::THREE_HALVES, core::*, }; use rand::Rng; use spaces::continuous::PositiveReals; use std::fmt; #[derive(Debug, Clone, Copy)] pub struct Chi { pub k: usize, } impl Chi { pub fn new(k: usize) -> Chi { Chi { k } } } impl Distribution for Chi { type Support = PositiveReals; fn support(&self) -> PositiveReals { PositiveReals } fn cdf(&self, x: f64) -> Probability { use special_fun::FloatSpecial; (self.k as f64 / 2.0).gammainc(x * x / 2.0).into() } fn sample<R: Rng + ?Sized>(&self, _: &mut R) -> f64 { unimplemented!() } } impl ContinuousDistribution for Chi { fn pdf(&self, x: f64) -> Probability { use special_fun::FloatSpecial; let k = self.k as f64; let ko2 = k / 2.0; let norm = 2.0f64.powf(ko2 - 1.0) * ko2.gamma(); (x.powf(k - 1.0) * (-x * x / 2.0).exp() / norm).into() } } impl UnivariateMoments for Chi { fn mean(&self) -> f64 { use special_fun::FloatSpecial; let k = self.k as f64; 2.0f64.sqrt() * ((k + 1.0) / 2.0).gamma() / (k / 2.0).gamma() } fn variance(&self) -> f64 { let mu = self.mean(); self.k as f64 - mu * mu } fn skewness(&self) -> f64 { let mu = self.mean(); let var = self.variance(); mu / var.powf(THREE_HALVES) * (1.0 - 2.0 * var) } fn excess_kurtosis(&self) -> f64 { let mu = self.mean(); let var = self.variance(); let std = var.sqrt(); let skewness = self.skewness(); 2.0 / var * (1.0 - mu * std * skewness - var) } } impl Quantiles for Chi { fn quantile(&self, _: Probability) -> f64 { unimplemented!() } fn median(&self) -> f64 { let k = self.k as f64; (k * (1.0 - 2.0 / 9.0 / k).powi(3)).sqrt() } } impl Modes for Chi { fn modes(&self) -> Vec<f64> { if self.k >= 1 { vec![(self.k as f64 - 1.0).sqrt()] } else { vec![] } } } impl Entropy for Chi { fn entropy(&self) -> f64 { use special_fun::FloatSpecial; let k = self.k as f64; let ko2 = k / 2.0; ko2.gamma().ln() + (k - 2.0f64.ln() - (k - 1.0) * ko2.digamma()) } } impl fmt::Display for Chi { fn fmt(&self, f: &mut fmt::Formatter) -> fmt::Result { write!(f, "Chi({})", self.k) } }