inv-chisquare-cdf v1.0.1

Inverse Chi-squared cumulative distribution function

inv-chisquare-cdf is an alternative implementation of the jStat.chisquare.inv in the jStat package using ES6.

Install

$ npm install --save inv-chisquare-cdf

Functions

• invChiSquareCDF(probability, degreeOfFreedom) Returns the inverse chi-square cdf with "degreeOfFreedom" for the "probability" using the Lanczos approximation.

• invRegLowGamma(p, a) Returns the inverse of the lower regularized incomplete Gamma function evaluated at (p,a).

• regLowGamma(a, x) Returns the lower regularized incomplete gamma function evaluated at (a,x).

• logGamma(x) Returns the logarithm of the gamma function

Bibliography

• jStat
• Lanczos approximation
• Inverse-chi-squared distribution