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| #define | GSTLAL_CDF_WEIGHTED_CHISQ_P_TRACE_INITIALIZER |
| double | gstlal_cdf_weighted_chisq_P () |
#define GSTLAL_CDF_WEIGHTED_CHISQ_P_TRACE_INITIALIZER ((struct gstlal_cdf_weighted_chisq_P_trace) {0.0, 0, 0, 0.0, 0.0, 0.0, 0})
double gstlal_cdf_weighted_chisq_P (const double *A,const double *noncent,const int *dof,int N,double var,double c,int lim,double accuracy,struct gstlal_cdf_weighted_chisq_P_trace *trace,int *fault);
Compute the cummulative distribution function for a linear combination of non-central chi-squared random variables.
On failure, the value stored in the location pointed to by fault means: 1 required accuracy NOT achieved, 2 round-off error possibly significant, 3 invalid parameters, 4 unable to locate integration parameters, 5 out of memory,
A |
coefficient of j-th \chi^{2} variable |
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noncent |
non-centrality parameter of the j-th \chi^{2} variable |
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dof |
degrees of freedom of the j-th \chi^{2} variable |
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N |
number of \chi^{2} variables |
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var |
variance of zero-mean normal variable |
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c |
point at which distribution is to be evaluated |
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lim |
maximum number of terms in integration; < 0 --> no limit |
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accuracy |
maximum error |
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trace |
if not NULL will contain diagnostic information |
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fault |
if not NULL will contain reason for failure |
struct gstlal_cdf_weighted_chisq_P_trace {
/* absolute sum */
double absolute_sum;
/* total number of integration terms */
int number_of_terms;
/* number of integrations */
int number_of_integrations;
/* integration interval in final integration */
double integration_interval;
/* truncation point in initial integration */
double truncation_point;
/* s.d. of initial convergence factor */
double init_convergence_factor_sd;
/* cycles to locate integration parameters */
int cycles;
};