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use crate::core::*; use rand::Rng; use spaces::continuous::PositiveReals; use std::fmt; #[derive(Debug, Clone, Copy)] pub struct ChiSq { pub k: usize, } impl ChiSq { pub fn new(k: usize) -> ChiSq { ChiSq { k } } } impl Distribution for ChiSq { type Support = PositiveReals; fn support(&self) -> PositiveReals { PositiveReals } fn cdf(&self, x: f64) -> Probability { use special_fun::FloatSpecial; let k = self.k as f64; let ko2 = k / 2.0; (ko2.gammainc(x / 2.0) / ko2.gamma()).into() } fn sample<R: Rng + ?Sized>(&self, _: &mut R) -> f64 { unimplemented!() } } impl ContinuousDistribution for ChiSq { 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) * ko2.gamma(); (x.powf(ko2 - 1.0) * (-x / 2.0).exp() / norm).into() } } impl UnivariateMoments for ChiSq { fn mean(&self) -> f64 { self.k as f64 } fn variance(&self) -> f64 { (2 * self.k) as f64 } fn skewness(&self) -> f64 { (8.0 / self.k as f64).sqrt() } fn excess_kurtosis(&self) -> f64 { 12.0 / self.k as f64 } } impl Quantiles for ChiSq { 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) } } impl Modes for ChiSq { fn modes(&self) -> Vec<f64> { vec![(self.k - 2).max(0) as f64] } } impl Entropy for ChiSq { fn entropy(&self) -> f64 { use special_fun::FloatSpecial; let k = self.k as f64; let ko2 = k / 2.0; ko2 + (2.0 * ko2.gamma()).ln() + (1.0 - ko2) * ko2.digamma() } } impl Convolution<ChiSq> for ChiSq { fn convolve(self, rv: ChiSq) -> ConvolutionResult<ChiSq> { Self::convolve_pair(self, rv) } fn convolve_pair(a: ChiSq, b: ChiSq) -> ConvolutionResult<ChiSq> { if a.k == b.k { Ok(ChiSq::new(a.k + b.k)) } else { Err(ConvolutionError::MixedParameters) } } } impl fmt::Display for ChiSq { fn fmt(&self, f: &mut fmt::Formatter) -> fmt::Result { write!(f, "ChiSq({})", self.k) } }