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+/*
+ * Licensed to the Apache Software Foundation (ASF) under one or more
+ * contributor license agreements. See the NOTICE file distributed with
+ * this work for additional information regarding copyright ownership.
+ * The ASF licenses this file to You under the Apache License, Version 2.0
+ * (the "License"); you may not use this file except in compliance with
+ * the License. You may obtain a copy of the License at
+ *
+ * http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+ */
+package org.apache.commons.math3.distribution;
+
+import org.apache.commons.math3.random.RandomGenerator;
+import org.apache.commons.math3.random.Well19937c;
+
+/**
+ * Implementation of the chi-squared distribution.
+ *
+ * @see <a href="http://en.wikipedia.org/wiki/Chi-squared_distribution">Chi-squared distribution
+ * (Wikipedia)</a>
+ * @see <a href="http://mathworld.wolfram.com/Chi-SquaredDistribution.html">Chi-squared Distribution
+ * (MathWorld)</a>
+ */
+public class ChiSquaredDistribution extends AbstractRealDistribution {
+ /**
+ * Default inverse cumulative probability accuracy
+ *
+ * @since 2.1
+ */
+ public static final double DEFAULT_INVERSE_ABSOLUTE_ACCURACY = 1e-9;
+
+ /** Serializable version identifier */
+ private static final long serialVersionUID = -8352658048349159782L;
+
+ /** Internal Gamma distribution. */
+ private final GammaDistribution gamma;
+
+ /** Inverse cumulative probability accuracy */
+ private final double solverAbsoluteAccuracy;
+
+ /**
+ * Create a Chi-Squared distribution with the given degrees of freedom.
+ *
+ * @param degreesOfFreedom Degrees of freedom.
+ */
+ public ChiSquaredDistribution(double degreesOfFreedom) {
+ this(degreesOfFreedom, DEFAULT_INVERSE_ABSOLUTE_ACCURACY);
+ }
+
+ /**
+ * Create a Chi-Squared distribution with the given degrees of freedom and inverse cumulative
+ * probability accuracy.
+ *
+ * <p><b>Note:</b> this constructor will implicitly create an instance of {@link Well19937c} as
+ * random generator to be used for sampling only (see {@link #sample()} and {@link
+ * #sample(int)}). In case no sampling is needed for the created distribution, it is advised to
+ * pass {@code null} as random generator via the appropriate constructors to avoid the
+ * additional initialisation overhead.
+ *
+ * @param degreesOfFreedom Degrees of freedom.
+ * @param inverseCumAccuracy the maximum absolute error in inverse cumulative probability
+ * estimates (defaults to {@link #DEFAULT_INVERSE_ABSOLUTE_ACCURACY}).
+ * @since 2.1
+ */
+ public ChiSquaredDistribution(double degreesOfFreedom, double inverseCumAccuracy) {
+ this(new Well19937c(), degreesOfFreedom, inverseCumAccuracy);
+ }
+
+ /**
+ * Create a Chi-Squared distribution with the given degrees of freedom.
+ *
+ * @param rng Random number generator.
+ * @param degreesOfFreedom Degrees of freedom.
+ * @since 3.3
+ */
+ public ChiSquaredDistribution(RandomGenerator rng, double degreesOfFreedom) {
+ this(rng, degreesOfFreedom, DEFAULT_INVERSE_ABSOLUTE_ACCURACY);
+ }
+
+ /**
+ * Create a Chi-Squared distribution with the given degrees of freedom and inverse cumulative
+ * probability accuracy.
+ *
+ * @param rng Random number generator.
+ * @param degreesOfFreedom Degrees of freedom.
+ * @param inverseCumAccuracy the maximum absolute error in inverse cumulative probability
+ * estimates (defaults to {@link #DEFAULT_INVERSE_ABSOLUTE_ACCURACY}).
+ * @since 3.1
+ */
+ public ChiSquaredDistribution(
+ RandomGenerator rng, double degreesOfFreedom, double inverseCumAccuracy) {
+ super(rng);
+
+ gamma = new GammaDistribution(degreesOfFreedom / 2, 2);
+ solverAbsoluteAccuracy = inverseCumAccuracy;
+ }
+
+ /**
+ * Access the number of degrees of freedom.
+ *
+ * @return the degrees of freedom.
+ */
+ public double getDegreesOfFreedom() {
+ return gamma.getShape() * 2.0;
+ }
+
+ /** {@inheritDoc} */
+ public double density(double x) {
+ return gamma.density(x);
+ }
+
+ /** {@inheritDoc} * */
+ @Override
+ public double logDensity(double x) {
+ return gamma.logDensity(x);
+ }
+
+ /** {@inheritDoc} */
+ public double cumulativeProbability(double x) {
+ return gamma.cumulativeProbability(x);
+ }
+
+ /** {@inheritDoc} */
+ @Override
+ protected double getSolverAbsoluteAccuracy() {
+ return solverAbsoluteAccuracy;
+ }
+
+ /**
+ * {@inheritDoc}
+ *
+ * <p>For {@code k} degrees of freedom, the mean is {@code k}.
+ */
+ public double getNumericalMean() {
+ return getDegreesOfFreedom();
+ }
+
+ /**
+ * {@inheritDoc}
+ *
+ * @return {@code 2 * k}, where {@code k} is the number of degrees of freedom.
+ */
+ public double getNumericalVariance() {
+ return 2 * getDegreesOfFreedom();
+ }
+
+ /**
+ * {@inheritDoc}
+ *
+ * <p>The lower bound of the support is always 0 no matter the degrees of freedom.
+ *
+ * @return zero.
+ */
+ public double getSupportLowerBound() {
+ return 0;
+ }
+
+ /**
+ * {@inheritDoc}
+ *
+ * <p>The upper bound of the support is always positive infinity no matter the degrees of
+ * freedom.
+ *
+ * @return {@code Double.POSITIVE_INFINITY}.
+ */
+ public double getSupportUpperBound() {
+ return Double.POSITIVE_INFINITY;
+ }
+
+ /** {@inheritDoc} */
+ public boolean isSupportLowerBoundInclusive() {
+ return true;
+ }
+
+ /** {@inheritDoc} */
+ public boolean isSupportUpperBoundInclusive() {
+ return false;
+ }
+
+ /**
+ * {@inheritDoc}
+ *
+ * <p>The support of this distribution is connected.
+ *
+ * @return {@code true}
+ */
+ public boolean isSupportConnected() {
+ return true;
+ }
+}