rvl.stat.dist
Class Chi2

java.lang.Object
  |
  +--rvl.stat.dist.Chi2

public class Chi2

extends java.lang.Object

The chi-square distribution (central and noncentral)

Constructor Summary

Chi2()

Method Summary

static double	cdf(double y, double df)
static double	cdf(double y, double df, double lambda)
static double	lambda(double power, double df, double alpha)
static double	power(double alpha)
static double	power(double lambda, double df, double alpha) Power for a right-tailed test of size alpha
static double	quantile(double p, double df)
static double	quantile(double p, double df, double lambda)
static double	rocArea(double lambda, double df)
static double	rocArea(double lambda, double df, double eps)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

Chi2

public Chi2()

Method Detail

cdf

public static double cdf(double y,
                         double df)

Returns:

cdf at x of Chi2(df) distribution

cdf

public static double cdf(double y,
                         double df,
                         double lambda)

Returns:

cdf at y of noncentral Chi2(df) distribution

quantile

public static double quantile(double p,
                              double df)

quantile

public static double quantile(double p,
                              double df,
                              double lambda)

power

public static double power(double lambda,
                           double df,
                           double alpha)

Power for a right-tailed test of size alpha

lambda

public static double lambda(double power,
                            double df,
                            double alpha)

Returns:

lambda such that power (lambda, df, alpha) = power

rocArea

public static double rocArea(double lambda,
                             double df,
                             double eps)

Parameters:

eps - Bound on the error of numerical integration

Returns:

area under the ROC curve with ncp lambda and d.f. df This is the integral of power(..., alpha) over alpha.

rocArea

public static double rocArea(double lambda,
                             double df)

Returns:

rocArea(lambda, df, 1e-4)

power

public static double power(double alpha)

Returns:

power at alpha for internally stored parameters. This is an auxiliary function used by rocArea, not intended for other uses