Tcl Library Source Code

Hi,

I'm submitting an implementation of the (central) chi-squared distribution.

This time around, I did a more systematic job of testing the code, by using a test-driven development approach. To do that, I used my little "simple test" library.

I'm attaching the code that implements the chi-squared library first. Then I'll post the simple test code.

Dependencies:
 - Gamma distribution
 - Simple test

Eric

File Added - 260323: invchisqr.tcl

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OK, last fix to inverse chi-squared -- now catches when p = 1.0 (so return value should be infinity).
File Added: invchisqr.tcl

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This is an improved inverse chi-square. More robust than the original. Also tested to tolerance of 1.0e-9 against R output.
File Added: invchisqr.tcl

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Hello,

I'm adding to this an implementation of the inverse cumulative chi-squared distribution, since that's needed for statistical inference. It's a straightforward implementation of root solving. It turned out to be a little "touchy", but I think I've covered enough extreme cases that I can be pretty sure it will behave robustly.

This has "source chisqr.tcl" at the top of the file and runs the tests at the bottom of the file, but it could really be put directly into the "chisqr.tcl" file.

Eric

File Added: invchisqr.tcl

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File Added: simpletest.tcl

File Added - 260282: chisq.tcl