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Cumulative Distribution Function
[![NPM version][npm-image]][npm-url] [![Build Status][test-image]][test-url] [![Coverage Status][coverage-image]][coverage-url]
[Chi-squared][chisquare-distribution] distribution [cumulative distribution function][cdf].
k
is the degrees of freedom and P
is the lower regularized incomplete gamma function.
bash
npm install @stdlib/stats-base-dists-chisquare-cdf
javascript
var cdf = require( '@stdlib/stats-base-dists-chisquare-cdf' );
#### cdf( x, k )
Evaluates the [cumulative distribution function][cdf] (CDF) for a [chi-squared][chisquare-distribution] distribution with degrees of freedom k
.
javascript
var y = cdf( 2.0, 1.0 );
// returns ~0.843
y = cdf( 2.0, 3.0 );
// returns ~0.428
y = cdf( 1.0, 0.5 );
// returns ~0.846
y = cdf( -1.0, 2.0 );
// returns 0.0
y = cdf( -Infinity, 4.0 );
// returns 0.0
y = cdf( +Infinity, 4.0 );
// returns 1.0
If provided NaN
as any argument, the function returns NaN
.
javascript
var y = cdf( NaN, 1.0 );
// returns NaN
y = cdf( 0.0, NaN );
// returns NaN
If provided k < 0
, the function returns NaN
.
javascript
var y = cdf( 2.0, -2.0 );
// returns NaN
If provided k = 0
, the function evaluates the [CDF][cdf] of a [degenerate distribution][degenerate-distribution] centered at 0
.
javascript
var y = cdf( 2.0, 0.0 );
// returns 1.0
y = cdf( -2.0, 0.0 );
// returns 0.0
y = cdf( 0.0, 0.0 );
// returns 1.0
#### cdf.factory( k )
Returns a function for evaluating the [cumulative distribution function][cdf] for a [chi-squared][chisquare-distribution] distribution with degrees of freedom k
.
javascript
var mycdf = cdf.factory( 3.0 );
var y = mycdf( 6.0 );
// returns ~0.888
y = mycdf( 1.5 );
// returns ~0.318
javascript
var randu = require( '@stdlib/random-base-randu' );
var round = require( '@stdlib/math-base-special-round' );
var cdf = require( '@stdlib/stats-base-dists-chisquare-cdf' );
var k;
var x;
var y;
var i;
for ( i = 0; i < 20; i++ ) {
x = randu() * 10.0;
k = round( randu()*5.0 );
y = cdf( x, k );
console.log( 'x: %d, k: %d, F(x;k): %d', x.toFixed( 4 ), k.toFixed( 4 ), y.toFixed( 4 ) );
}