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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 |
|
noncent |
non-centrality parameter of the j-th \chi^{2} variable |
|
dof |
degrees of freedom of the j-th \chi^{2} variable |
|
N |
number of \chi^{2} variables |
|
var |
variance of zero-mean normal variable |
|
c |
point at which distribution is to be evaluated |
|
lim |
maximum number of terms in integration; < 0 --> no limit |
|
accuracy |
maximum error |
|
trace |
if not NULL will contain diagnostic information |
|
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; };