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Linear combination of independent noncentral chi-squared random variables

Project description

chi2comb

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Install

The recommended way to install this package is via conda

conda install -c conda-forge chi2comb

Alternatively, it can be installed using the pip command

pip install chi2comb

Usage

>>> from chi2comb import chi2comb_cdf, ChiSquared
>>>
>>> gcoef = 0.0
>>> ncents = [0, 0, 0]
>>> q = 1
>>> dofs = [1, 1, 1]
>>> 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
0.054212946675253226
>>> errno
0
>>> info
Info(emag=0.7623482489861554, niterms=744, nints=2, intv=0.03819311576613404, truc=53.37968999861114, sd=0.0, ncycles=51)

Problems

If you encounter any issue, please, submit it.

Authors

License

This project is licensed under the MIT License.

Project details


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