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MathRandomNoncentralChiSquare

Generates a pseudorandom variable distributed according to the law of noncentral chi-squared distribution with the nu and sigma parameters. In case of error it returns NaN.

double  MathRandomNoncentralChiSquare(
   const double  nu,            // parameter of distribution (number of degrees of freedom)
   const double  sigma,         // noncentrality parameter
   int&          error_code     // variable to store the error code
   );

Generates pseudorandom variables distributed according to the law of noncentral chi-squared distribution with the nu and sigma parameters. In case of error it returns false. Analog of the rchisq() in R.

bool  MathRandomNoncentralChiSquare(
   const double  nu,             // parameter of distribution (number of degrees of freedom)
   const double  sigma,          // noncentrality parameter
   const int     data_count,     // amount of required data
   double&       result[]        // array with values of pseudorandom variables
   );

Parameters

nu

[in]  Parameter of distribution (number of degrees of freedom).

sigma

[in]  Noncentrality parameter.

error_code

[out]  Variable to store the error code.

data_count

[out]  Amount of required data.

result[]

[out]  Array to obtain the values of pseudorandom variables.


Updated: 2016.12.21