inv Chi Square Distribution
fun invChiSquareDistribution(p: Double, dof: Double, maxSeriesIterations: Int = CHISQ_CDF_SERIES_MAX_ITERATIONS, maxIncGammaIterations: Int = INC_GAMMA_MAX_ITERATIONS, EPS: Double = KSLMath.defaultNumericalPrecision): Double
Algorithm AS 91 Appl. Statist. (1975) Vol.24, P.35
To evaluate the percentage points of the chi-squared probability distribution function.
logGammaFunction(v/2.0))
Incorporates the suggested changes in AS R85 (vol.40(1), pp.233-5, 1991)
Auxiliary routines required: PPND = AS 111 (or AS 241) and GAMMAD = AS 239.
Return
The quantile at p
Parameters
p
must lie in the range 0.0,1.0
dof
must be positive, degrees of freedom
max Series Iterations
must be greater than 0. Maximum number of iterations permitted in the series computation, default is 500
max Inc Gamma Iterations
maximum number of iterations for incomplete gamma computation
EPS
the numerical precision for convergence of series/continued fraction evaluation