chi2comb
This package estimates cumulative density functions of linear combinations of independent noncentral χ² random variables and a standard Normal distribution. Formally, it estimates P[Q<q], where:
Q = λ₁X₁ + ... + λₙXₙ + σX₀.
Xᵢ (𝚒≠𝟶) is an independent random variable following a noncentral χ² distribution with nᵢ degrees of freedom and noncentrality parameter λᵢ. X₀ is an independent random variable having a standard Normal distribution.
Install
It can be installed using the pip command
pip install chi2comb
Usage
Consider the following linear combination of four random variables:
Q = 6⋅X₁ + 3⋅X₂ + 1⋅X₃ + 2⋅X₀,
where X₁, X₂, and X₃ are noncentral χ² random variables having degrees of freedom n₁=n₂=1 and n₃=2 and noncentrality parameters λ₁=0.5 and λ₂=λ₃=0. Let us estimate P[Q<1]:
>>> from chi2comb import chi2comb_cdf, ChiSquared
>>>
>>> gcoef = 2
>>> ncents = [0.5, 0, 0]
>>> q = 1
>>> dofs = [1, 1, 2]
>>> coefs = [6, 3, 1]
>>> chi2s = [ChiSquared(coefs[i], ncents[i], dofs[i]) for i in range(3)]
>>> result, errno, info = chi2comb_cdf(q, chi2s, gcoef)
>>> result
0.050870657088644244
>>> errno
0
>>> info
Info(emag=0.6430413191446991, niterms=43, nints=1, intv=0.03462571527167856, truc=1.4608856930426104, sd=0.0, ncycles=21)
The estimated value is P[Q<1] ≈ 0.0587.
Problems
If you encounter any issue, please, submit it.
Authors
License
This project is licensed under the MIT License.
1 maintainer
Release files for chi2comb 0.1.0
For a detailed explanation of source distributions (sdists) and built distributions (wheels), please see the package formats documentation.
Source distribution (sdist)
| File | Size | Uploaded | |
|---|---|---|---|
| chi2comb-0.1.0.tar.gz | 7.1 kB | Details |
Built distributions (wheels)
| File | Reset | |||
|---|---|---|---|---|
| chi2comb-0.1.0-cp39-cp39-win_amd64.whl | CPython 3.9 | CPython 3.9 | Windows x86-64 | Details |
| chi2comb-0.1.0-cp39-cp39-manylinux2010_x86_64.whl | CPython 3.9 | CPython 3.9 | Linux glibc 2.12+ x86-64 | Details |
| chi2comb-0.1.0-cp39-cp39-manylinux2010_i686.whl | CPython 3.9 | CPython 3.9 | Linux glibc 2.12+ x86-32 | Details |
| chi2comb-0.1.0-cp39-cp39-manylinux1_x86_64.whl | CPython 3.9 | CPython 3.9 | Linux glibc 2.5+ x86-64 | Details |
| chi2comb-0.1.0-cp39-cp39-manylinux1_i686.whl | CPython 3.9 | CPython 3.9 | Linux glibc 2.5+ x86-32 | Details |
| chi2comb-0.1.0-cp39-cp39-macosx_10_9_x86_64.whl | CPython 3.9 | CPython 3.9 | macOS 10.9+ x86-64 | Details |
| chi2comb-0.1.0-cp38-cp38-win_amd64.whl | CPython 3.8 | CPython 3.8 | Windows x86-64 | Details |
| chi2comb-0.1.0-cp38-cp38-manylinux2010_x86_64.whl | CPython 3.8 | CPython 3.8 | Linux glibc 2.12+ x86-64 | Details |
| chi2comb-0.1.0-cp38-cp38-manylinux2010_i686.whl | CPython 3.8 | CPython 3.8 | Linux glibc 2.12+ x86-32 | Details |
| chi2comb-0.1.0-cp38-cp38-manylinux1_x86_64.whl | CPython 3.8 | CPython 3.8 | Linux glibc 2.5+ x86-64 | Details |
| chi2comb-0.1.0-cp38-cp38-manylinux1_i686.whl | CPython 3.8 | CPython 3.8 | Linux glibc 2.5+ x86-32 | Details |
| chi2comb-0.1.0-cp38-cp38-macosx_10_9_x86_64.whl | CPython 3.8 | CPython 3.8 | macOS 10.9+ x86-64 | Details |
| chi2comb-0.1.0-cp37-cp37m-win_amd64.whl | CPython 3.7 | CPython 3.7 pymalloc | Windows x86-64 | Details |
| chi2comb-0.1.0-cp37-cp37m-manylinux2010_x86_64.whl | CPython 3.7 | CPython 3.7 pymalloc | Linux glibc 2.12+ x86-64 | Details |
| chi2comb-0.1.0-cp37-cp37m-manylinux2010_i686.whl | CPython 3.7 | CPython 3.7 pymalloc | Linux glibc 2.12+ x86-32 | Details |
| chi2comb-0.1.0-cp37-cp37m-manylinux1_x86_64.whl | CPython 3.7 | CPython 3.7 pymalloc | Linux glibc 2.5+ x86-64 | Details |
| chi2comb-0.1.0-cp37-cp37m-manylinux1_i686.whl | CPython 3.7 | CPython 3.7 pymalloc | Linux glibc 2.5+ x86-32 | Details |
| chi2comb-0.1.0-cp37-cp37m-macosx_10_9_x86_64.whl | CPython 3.7 | CPython 3.7 pymalloc | macOS 10.9+ x86-64 | Details |
| chi2comb-0.1.0-cp36-cp36m-win_amd64.whl | CPython 3.6 | CPython 3.6 pymalloc | Windows x86-64 | Details |
| chi2comb-0.1.0-cp36-cp36m-manylinux2010_x86_64.whl | CPython 3.6 | CPython 3.6 pymalloc | Linux glibc 2.12+ x86-64 | Details |
| chi2comb-0.1.0-cp36-cp36m-manylinux2010_i686.whl | CPython 3.6 | CPython 3.6 pymalloc | Linux glibc 2.12+ x86-32 | Details |
| chi2comb-0.1.0-cp36-cp36m-manylinux1_x86_64.whl | CPython 3.6 | CPython 3.6 pymalloc | Linux glibc 2.5+ x86-64 | Details |
| chi2comb-0.1.0-cp36-cp36m-manylinux1_i686.whl | CPython 3.6 | CPython 3.6 pymalloc | Linux glibc 2.5+ x86-32 | Details |
| chi2comb-0.1.0-cp36-cp36m-macosx_10_9_x86_64.whl | CPython 3.6 | CPython 3.6 pymalloc | macOS 10.9+ x86-64 | Details |
Total release size: 595.4 kB
Release files / chi2comb-0.1.0.tar.gz
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Release files / chi2comb-0.1.0-cp37-cp37m-macosx_10_9_x86_64.whl
| Download URL | chi2comb-0.1.0-cp37-cp37m-macosx_10_9_x86_64.whl |
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| Size | 15.5 kB |
| Tags | CPython 3.7 CPython 3.7 pymalloc macOS 10.9+ x86-64 |
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Release files / chi2comb-0.1.0-cp36-cp36m-win_amd64.whl
| Download URL | chi2comb-0.1.0-cp36-cp36m-win_amd64.whl |
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| Size | 23.1 kB |
| Tags | CPython 3.6 CPython 3.6 pymalloc Windows x86-64 |
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Release files / chi2comb-0.1.0-cp36-cp36m-manylinux2010_x86_64.whl
| Download URL | chi2comb-0.1.0-cp36-cp36m-manylinux2010_x86_64.whl |
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| Size | 27.4 kB |
| Tags | CPython 3.6 CPython 3.6 pymalloc Linux glibc 2.12+ x86-64 |
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Release files / chi2comb-0.1.0-cp36-cp36m-manylinux2010_i686.whl
| Download URL | chi2comb-0.1.0-cp36-cp36m-manylinux2010_i686.whl |
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| Size | 26.6 kB |
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Release files / chi2comb-0.1.0-cp36-cp36m-manylinux1_x86_64.whl
| Download URL | chi2comb-0.1.0-cp36-cp36m-manylinux1_x86_64.whl |
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| Size | 27.4 kB |
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Release files / chi2comb-0.1.0-cp36-cp36m-manylinux1_i686.whl
| Download URL | chi2comb-0.1.0-cp36-cp36m-manylinux1_i686.whl |
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| Size | 26.6 kB |
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Release files / chi2comb-0.1.0-cp36-cp36m-macosx_10_9_x86_64.whl
| Download URL | chi2comb-0.1.0-cp36-cp36m-macosx_10_9_x86_64.whl |
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| Size | 15.5 kB |
| Tags | CPython 3.6 CPython 3.6 pymalloc macOS 10.9+ x86-64 |
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