chromium/third_party/abseil-cpp/absl/random/internal/chi_square.cc

// Copyright 2017 The Abseil Authors.
//
// Licensed under the Apache License, Version 2.0 (the "License");
// you may not use this file except in compliance with the License.
// You may obtain a copy of the License at
//
//      https://www.apache.org/licenses/LICENSE-2.0
//
// Unless required by applicable law or agreed to in writing, software
// distributed under the License is distributed on an "AS IS" BASIS,
// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
// See the License for the specific language governing permissions and
// limitations under the License.

#include "absl/random/internal/chi_square.h"

#include <cmath>

#include "absl/random/internal/distribution_test_util.h"

namespace absl {
ABSL_NAMESPACE_BEGIN
namespace random_internal {
namespace {

#if defined(__EMSCRIPTEN__)
// Workaround __EMSCRIPTEN__ error: llvm_fma_f64 not found.
inline double fma(double x, double y, double z) {
  return (x * y) + z;
}
#endif

// Use Horner's method to evaluate a polynomial.
template <typename T, unsigned N>
inline T EvaluatePolynomial(T x, const T (&poly)[N]) { … }

static constexpr int kLargeDOF = …;

// Returns the probability of a normal z-value.
//
// Adapted from the POZ function in:
//     Ibbetson D, Algorithm 209
//     Collected Algorithms of the CACM 1963 p. 616
//
double POZ(double z) { … }

// Approximates the survival function of the normal distribution.
//
// Algorithm 26.2.18, from:
// [Abramowitz and Stegun, Handbook of Mathematical Functions,p.932]
// http://people.math.sfu.ca/~cbm/aands/abramowitz_and_stegun.pdf
//
double normal_survival(double z) { … }

}  // namespace

// Calculates the critical chi-square value given degrees-of-freedom and a
// p-value, usually using bisection. Also known by the name CRITCHI.
double ChiSquareValue(int dof, double p) { … }

// Calculates the p-value (probability) of a given chi-square value
// and degrees of freedom.
//
// Adapted from the POCHISQ function from:
//     Hill, I. D. and Pike, M. C.  Algorithm 299
//     Collected Algorithms of the CACM 1963 p. 243
//
double ChiSquarePValue(double chi_square, int dof) { … }

}  // namespace random_internal
ABSL_NAMESPACE_END
}  // namespace absl