43 lines
848 B
Go
43 lines
848 B
Go
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// Copyright 2015 The Go Authors. All rights reserved.
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// Use of this source code is governed by a BSD-style
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// license that can be found in the LICENSE file.
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package stats
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import (
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"math"
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"github.com/aclements/go-moremath/mathx"
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)
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// A TDist is a Student's t-distribution with V degrees of freedom.
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type TDist struct {
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V float64
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}
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func lgamma(x float64) float64 {
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y, _ := math.Lgamma(x)
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return y
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}
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func (t TDist) PDF(x float64) float64 {
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return math.Exp(lgamma((t.V+1)/2)-lgamma(t.V/2)) /
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math.Sqrt(t.V*math.Pi) * math.Pow(1+(x*x)/t.V, -(t.V+1)/2)
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}
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func (t TDist) CDF(x float64) float64 {
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if x == 0 {
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return 0.5
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} else if x > 0 {
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return 1 - 0.5*mathx.BetaInc(t.V/(t.V+x*x), t.V/2, 0.5)
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} else if x < 0 {
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return 1 - t.CDF(-x)
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} else {
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return math.NaN()
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}
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}
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func (t TDist) Bounds() (float64, float64) {
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return -4, 4
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}
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