Function mrpt::math::noncentralChi2PDF_CDF

• Defined in File distributions.h

Function Documentation

std::pair<double, double> mrpt::math::noncentralChi2PDF_CDF(unsigned int degreesOfFreedom, double noncentrality, double arg, double eps = 1e-7)

Returns the ‘exact’ PDF (first) and CDF (second) of a Non-central chi-squared probability distribution, using an iterative method.

Note

Equivalent to MATLAB’s ncx2cdf(arg,degreesOfFreedom,noncentrality)