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