| // 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 |
| } |