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p-value now 2-sided and added chi^2 CCDF

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Antonin Portelli
2019-12-12 18:04:33 +00:00
parent d30303bb54
commit 0ca4e0ef17
8 changed files with 53 additions and 4 deletions
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6
lib/Core/Math.cpp
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@ -107,8 +107,14 @@ DEF_STD_FUNC_1ARG(fabs)
// p-value
auto chi2PValueVecFunc = [](const double arg[2])
{
return 2.*min(gsl_cdf_chisq_P(arg[0], arg[1]), gsl_cdf_chisq_Q(arg[0], arg[1]));
};
auto chi2CcdfVecFunc = [](const double arg[2])
{
return gsl_cdf_chisq_Q(arg[0], arg[1]);
};
DoubleFunction MATH_NAMESPACE::chi2PValue(chi2PValueVecFunc, 2);
DoubleFunction MATH_NAMESPACE::chi2Ccdf(chi2CcdfVecFunc, 2);