ChiSquared.h File Reference

The chi-squared distribution's CDF and quantile, with no dependency outside Eigen, for the gates and consistency checks of Consistency.h and the confidence regions of Gaussian.h. More...

#include <limits>
#include <type_traits>
#include <EmrysFilter/Core/Macros.h>
#include <EmrysFilter/Core/Math.h>

Go to the source code of this file.

Functions
template<typename Scalar>
Scalar	Emrys::chiSquaredCdf (std::type_identity_t< Scalar > const &x, std::type_identity_t< Scalar > const &dof)
template<typename Scalar>
Scalar	Emrys::chiSquaredQuantile (std::type_identity_t< Scalar > const &probability, std::type_identity_t< Scalar > const &dof)

Detailed Description

The chi-squared distribution's CDF and quantile, with no dependency outside Eigen, for the gates and consistency checks of Consistency.h and the confidence regions of Gaussian.h.

The quantile is the inverse regularized incomplete gamma that Eigen lacks (roadmap, "Upstream to Eigen"). Both run in the caller's scalar, so a float filter computes them in float and an autodiff scalar carries its derivatives through them, with the log-gamma of Math.h. Read Triangularization.h next.