gsl-chisquare cumulative density function

Brian Gough bjg@network-theory.co.uk
Wed Dec 19 13:20:00 GMT 2001


Varghese John writes:
 > 
 > Hi,
 > Not sure if this will be of help, but here are three solutions.
 > 
 > 1)the Normal CDF is nothing but
 > the error function upto normalisation.
 > So you can use the gsl Error function : gsl_sf_erfc.
 > 
 > 2) Use a simple rational approx.
 > 
 > 3)Use the numerical Integration.

Right, ideally I would like to see a separate cdf/ directory with
functions for direct computation of both P(x')=integ(p(x),-inf,x') and
Q(x)=1-P(x) to full precision.  A lot of the cases are already
available in specfunc.



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