45 lines
1.2 KiB
C++
45 lines
1.2 KiB
C++
/* ----------------------------------------------------------------------------
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* GTSAM Copyright 2010, Georgia Tech Research Corporation,
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* Atlanta, Georgia 30332-0415
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* All Rights Reserved
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* Authors: Frank Dellaert, et al. (see THANKS for the full author list)
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* See LICENSE for the license information
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* -------------------------------------------------------------------------- */
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/**
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* @file ChiSquaredInverse.h
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* @brief Implementation of the Chi Squared inverse function.
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*
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* Uses the cephes 3rd party library to help with
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* incomplete gamma inverse functions.
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*
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* @author Varun Agrawal
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*/
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#pragma once
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#include <gtsam/3rdparty/cephes/cephes.h>
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namespace gtsam {
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namespace internal {
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/**
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* @brief Compute the quantile function of the Chi-Squared distribution.
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*
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* The quantile function of the Chi-squared distribution is the quantile of
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* the specific (inverse) incomplete Gamma distribution.
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*
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* @param dofs Degrees of freedom
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* @param alpha Quantile value
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* @return double
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*/
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inline double chi_squared_quantile(const double dofs, const double alpha) {
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return 2 * igami(dofs / 2, alpha);
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}
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} // namespace internal
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} // namespace gtsam
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