[SciPy-dev] cdflib wrapper - missing functions?
Sun May 18 17:43:33 CDT 2008
Robert Kern wrote:
> On Sun, May 18, 2008 at 4:22 PM, Neal Becker <email@example.com> wrote:
>> I'm interested in cdf for non-central chi-square, to use for r.v.
>> generation. I noticed that scipy has cdflib, and I see cdflib has
>> which seems to be what I want. It looks like cdflib_wrappers.c does not
>> expose cumchf?
> It's not exposed there because the Cephes library already provides it.
> See scipy.special.chndtr*. For random number generation, though, you
> should use numpy.random.noncentral_chisquare(). If you want all of
> that bundled up into a distribution object, use scipy.stats.ncx2.
Thanks for the tips!
I wonder if there are any references on the method used in
This is the code:
double rk_noncentral_chisquare(rk_state *state, double df, double nonc)
double Chi2, N;
Chi2 = rk_chisquare(state, df-1);
N = rk_gauss(state) + sqrt(nonc);
return Chi2 + N*N;
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