Logo ROOT  
Reference Guide
QuantFuncMathMore.h
Go to the documentation of this file.
1// @(#)root/mathmore:$Id$
2// Authors: L. Moneta, A. Zsenei 08/2005
3
4
5
6 /**********************************************************************
7 * *
8 * Copyright (c) 2004 ROOT Foundation, CERN/PH-SFT *
9 * *
10 * This library is free software; you can redistribute it and/or *
11 * modify it under the terms of the GNU General Public License *
12 * as published by the Free Software Foundation; either version 2 *
13 * of the License, or (at your option) any later version. *
14 * *
15 * This library is distributed in the hope that it will be useful, *
16 * but WITHOUT ANY WARRANTY; without even the implied warranty of *
17 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU *
18 * General Public License for more details. *
19 * *
20 * You should have received a copy of the GNU General Public License *
21 * along with this library (see file COPYING); if not, write *
22 * to the Free Software Foundation, Inc., 59 Temple Place, Suite *
23 * 330, Boston, MA 02111-1307 USA, or contact the author. *
24 * *
25 **********************************************************************/
26
27
28#ifndef ROOT_Math_QuantFuncMathMore
29#define ROOT_Math_QuantFuncMathMore
30
31
32namespace ROOT {
33namespace Math {
34
35
36
37 /** @defgroup QuantFunc Quantile Functions
38 * @ingroup StatFunc
39 *
40 * Inverse functions of the cumulative distribution functions
41 * and the inverse of the complement of the cumulative distribution functions
42 * for various distributions.
43 * The functions with the extension <em>_quantile</em> calculate the
44 * inverse of the <em>_cdf</em> function, the
45 * lower tail integral of the probability density function
46 * \f$D^{-1}(z)\f$ where
47 *
48 * \f[ D(x) = \int_{-\infty}^{x} p(x') dx' \f]
49 *
50 * while those with the <em>_quantile_c</em> extension calculate the
51 * inverse of the <em>_cdf_c</em> functions, the upper tail integral of the probability
52 * density function \f$D^{-1}(z) \f$ where
53 *
54 * \f[ D(x) = \int_{x}^{+\infty} p(x') dx' \f]
55 *
56 * The implementation used is that of
57 * <A HREF="http://www.gnu.org/software/gsl/manual/html_node/Random-Number-Distributions.html">GSL</A>.
58 *
59 * <strong>NOTE:</strong> In the old releases (< 5.14) the <em>_quantile</em> functions were called
60 * <em>_quant_inv</em> and the <em>_quantile_c</em> functions were called
61 * <em>_prob_inv</em>.
62 * These names are currently kept for backward compatibility, but
63 * their usage is deprecated.
64 */
65
66 /** @name Quantile Functions from MathMore
67 * The implementation used is that of
68 * <A HREF="http://www.gnu.org/software/gsl/manual/html_node/Random-Number-Distributions.html">GSL</A>.
69 */
70
71 //@{
72
73
74 /**
75
76 Inverse (\f$D^{-1}(z)\f$) of the cumulative distribution
77 function of the upper tail of Student's t-distribution
78 (#tdistribution_cdf_c). For detailed description see
79 <A HREF="http://mathworld.wolfram.com/Studentst-Distribution.html">
80 Mathworld</A>. The implementation used is that of
81 <A HREF="http://www.gnu.org/software/gsl/manual/gsl-ref_19.html#SEC305">GSL</A>.
82
83 @ingroup QuantFunc
84
85 */
86
87 double tdistribution_quantile_c(double z, double r);
88
89
90
91
92 /**
93
94 Inverse (\f$D^{-1}(z)\f$) of the cumulative distribution
95 function of the lower tail of Student's t-distribution
96 (#tdistribution_cdf). For detailed description see
97 <A HREF="http://mathworld.wolfram.com/Studentst-Distribution.html">
98 Mathworld</A>. The implementation used is that of
99 <A HREF="http://www.gnu.org/software/gsl/manual/gsl-ref_19.html#SEC305">GSL</A>.
100
101 @ingroup QuantFunc
102
103 */
104
105 double tdistribution_quantile(double z, double r);
106
107
108#ifdef HAVE_OLD_STAT_FUNC
109
110 //@}
111 /** @name Backward compatible functions */
112
113
114 }
115 inline double chisquared_quant_inv(double x, double r) {
116 return chisquared_quantile (x, r );
117 }
118
119
120 inline double gamma_quant_inv(double x, double alpha, double theta) {
121 return gamma_quantile (x, alpha, theta );
122 }
123
124 inline double tdistribution_prob_inv(double x, double r) {
125 return tdistribution_quantile_c (x, r );
126 }
127
128 inline double tdistribution_quant_inv(double x, double r) {
129 return tdistribution_quantile (x, r );
130 }
131
132#endif
133
134
135} // namespace Math
136
137namespace MathMore {
138
139
140
141 /**
142
143 Re-implementation in MathMore of the Inverse (\f$D^{-1}(z)\f$) of the cumulative distribution
144 function of the lower tail of the \f$\chi^2\f$ distribution
145 with \f$r\f$ degrees of freedom (#chisquared_cdf). For detailed description see
146 <A HREF="http://mathworld.wolfram.com/Chi-SquaredDistribution.html">
147 Mathworld</A>. The implementation used is that of
148 <A HREF="http://www.gnu.org/software/gsl/manual/gsl-ref_19.html#SEC303">GSL</A>.
149
150 @ingroup QuantFunc
151
152 */
153
154 double chisquared_quantile(double z, double r);
155
156
157
158
159 /**
160
161 Re-implementation in MathMore of the Inverse (\f$D^{-1}(z)\f$) of the cumulative distribution
162 function of the lower tail of the gamma distribution
163 (#gamma_cdf). For detailed description see
164 <A HREF="http://mathworld.wolfram.com/GammaDistribution.html">
165 Mathworld</A>. The implementation used is that of
166 <A HREF="http://www.gnu.org/software/gsl/manual/gsl-ref_19.html#SEC300">GSL</A>.
167
168 @ingroup QuantFunc
169
170 */
171
172 double gamma_quantile(double z, double alpha, double theta);
173
174
175
176} // end namespace MathMore
177} // namespace ROOT
178
179
180
181#endif // ROOT_Math_QuantFuncMathMore
ROOT::R::TRInterface & r
Definition: Object.C:4
double chisquared_quantile(double z, double r)
Re-implementation in MathMore of the Inverse ( ) of the cumulative distribution function of the lower...
double gamma_quantile(double z, double alpha, double theta)
Re-implementation in MathMore of the Inverse ( ) of the cumulative distribution function of the lower...
double tdistribution_quantile(double z, double r)
Inverse ( ) of the cumulative distribution function of the lower tail of Student's t-distribution (td...
double tdistribution_quantile_c(double z, double r)
Inverse ( ) of the cumulative distribution function of the upper tail of Student's t-distribution (td...
Double_t x[n]
Definition: legend1.C:17
Namespace for new Math classes and functions.
tbb::task_arena is an alias of tbb::interface7::task_arena, which doesn't allow to forward declare tb...