/***********************************************************************
This file is part of JavaNPST, a Java library of NonParametric
Statistical Tests.
Copyright (C) 2011
J. Derrac (jderrac@decsai.ugr.es)
S. Garcia (sglopez@ujaen.es)
F. Herrera (herrera@decsai.ugr.es)
This program is free software: you can redistribute it and/or modify
it under the terms of the GNU General Public License as published by
the Free Software Foundation, either version 3 of the License, or
(at your option) any later version.
This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
GNU General Public License for more details.
You should have received a copy of the GNU General Public License
along with this program. If not, see http://www.gnu.org/licenses/
**********************************************************************/
package javanpst.distributions.common.continuous;
import javanpst.distributions.common.Distribution;
/**
* A chi-square distribution.
*
* Uses a inner gamma distribution.
*
* @author Joaqu�n Derrac Rus (jderrac@decsai.ugr.es)
* @version 1.0
*/
public final class ChiSquareDistribution implements Distribution{
/**
* Inner Gamma distribution
*/
private GammaDistribution gamma;
/**
* Degrees of freedom
*/
private int freedom;
/**
* Default builder.
*
* Creates a chi-square distribution with 1 degree of freedom
*/
public ChiSquareDistribution(){
gamma=new GammaDistribution();
gamma.setAlpha((double)freedom/2.0);
gamma.setBeta(2.0);
freedom = 1;
}//end-method
/**
* Builder.
*
* Creates a chi-square distribution with specified degrees of freedom
*
* @param degree degrees of freedom
*/
public ChiSquareDistribution(int degree){
gamma=new GammaDistribution();
gamma.setAlpha((double)degree/2.0);
gamma.setBeta(2.0);
freedom = degree;
}//end-method
/**
* Copy constructor
*
* Creates a copy of a given chi-square distribution
*
* @param old chi-square distribution to copy
*/
public ChiSquareDistribution(ChiSquareDistribution old){
this(old.getDegree());
}//end-method
/**
* Gets the number of degrees of freedom of the distribution
*
* @return number of degrees of freedom
*/
public int getDegree(){
return freedom;
}//end-method
/**
* Sets the number of degrees of freedom of the distribution
*
* @param value number of degrees of freedom (positive)
*/
public void setDegree(int value){
if(value>0){
freedom=value;
gamma.setAlpha((double)freedom/2.0);
gamma.setBeta(2.0);
}
}//end-method
/**
* Computes mass probability at a given point of the chi-square distribution.
*
* @param value point selected
* @return mass probability at 'value'
*/
public double computeProbability(double value){
return gamma.computeProbability(value);
}//end-method
/**
* Computes cumulative probability at a given point of the chi-square distribution.
*
*
* @param value point selected
* @return cumulative probability at 'value'
*/
public double computeCumulativeProbability(double value){
return 1.0-computeRightTailProbability(value);
}//end-method
/**
* Computes the right tail of chi-square distribution
*
* @param value point selected
*
* @return The Chi Square right tail value
*/
public double computeRightTailProbability(double value) {
double q,p,k,t,a;
double EPSILON = 0.0000000001;
if ((freedom == 1) & (value > 1000.0)) {
return 0;
}
if ((value > 1000) || (freedom > 1000)) {
q = computeRightTailProbability((value - freedom) * (value - freedom) / (2 * freedom)) / 2;
if (value > freedom) {
return q;
}
return 1 - q;
}
p = Math.exp( -0.5 * value);
if ((freedom % 2) == 1) {
p = p * Math.sqrt(2 * value / Math.PI);
}
k = freedom;
while (k >= 2) {
p = p * value / k;
k = k - 2;
}
t = p;
a = freedom;
while (t > EPSILON * p) {
a = a + 2;
t = t * value / a;
p = p + t;
}
return p;
}//end-method
/**
* To String method.
*
* @return string representation of the distribution
*/
public String toString(){
String text="";
text+="Chi-square distribution. Degrees of freedom: "+freedom;
return text;
}//end-method
}//end-class
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