NonCentralChiSquaredDistribution (finmath lib 5.0.5 API)

java.lang.Object
- net.finmath.functions.NonCentralChiSquaredDistribution

```
public class NonCentralChiSquaredDistribution
extends Object
```
Implementation of the cumulative distribution function of the non-central Χ² distribution. The implementation is that of Ding's algorithm, splitting the sum since the first term of the sum is not the largest one (and may be zero). The algorithm uses Kahan summation for the sums and limits the calculation time to avoid infinity loops. The method is currently intended to be used as a benchmark in unit tests only. Note: The implementation currently does not use an alternative algorithm in cases of high non-centrality, like Benton and Krishnamoorthy. Since the number of summation is limited, the method may be inaccurate for high non-centrality.

Author:

Christian Fries, Ralph Rudd

Constructor Summary

Constructors
Constructor	Description
`NonCentralChiSquaredDistribution(double degreesOfFreedom, double nonCentrality)`	Create non-central Χ² distribution (non-central chi-squared distribution).

Method Summary

All Methods Instance Methods Concrete Methods
Modifier and Type	Method	Description
`double`	`cumulativeDistribution(double x)`	Cumulative distribution function of the non-central Χ² distribution
`double`	`getDegreesOfFreedom()`
`double`	`getNonCentrality()`

Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

- Constructor Detail
  - NonCentralChiSquaredDistribution
```
public NonCentralChiSquaredDistribution(double degreesOfFreedom,
                                        double nonCentrality)
```
    Create non-central Χ² distribution (non-central chi-squared distribution).
    
    Parameters:
    
    degreesOfFreedom - The number of degrees of freedom, positive
    
    nonCentrality - The non-centrality parameter, not negative
- Method Detail
  - cumulativeDistribution
```
public double cumulativeDistribution(double x)
```
    Cumulative distribution function of the non-central Χ² distribution
    
    Parameters:
    
    x - A sample point
    
    Returns:
    
    The probability of X being below x, given that X is non-central Χ² distributed
  - getDegreesOfFreedom
```
public double getDegreesOfFreedom()
```
    Returns:
    
    The number of degrees of freedom
  - getNonCentrality
```
public double getNonCentrality()
```
    Returns:
    
    The non-centrality parameter