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https://github.com/abhranildas/gx2-matlab

Matlab toolbox to compute the statistics, pdf, cdf, inverse cdf and random numbers of the generalized chi-square distribution.
https://github.com/abhranildas/gx2-matlab

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Matlab toolbox to compute the statistics, pdf, cdf, inverse cdf and random numbers of the generalized chi-square distribution.

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# Generalized chi-square distribution [![View Generalized chi-square distribution on File Exchange](https://www.mathworks.com/matlabcentral/images/matlab-file-exchange.svg)](https://www.mathworks.com/matlabcentral/fileexchange/85028-generalized-chi-square-distribution)
Matlab toolbox to compute the statistics, pdf, cdf, inverse cdf and random numbers of the generalized chi-square distribution. There is also a [python package](https://pypi.org/project/gx2/) version of this.

## Author
Abhranil Das, Center for Perceptual Systems, The University of Texas at Austin.

Bugs/comments/questions/suggestions to abhranil.das@utexas.edu.

If you use this code, please cite:
- [Methods to integrate multinormals and compute classification measures](https://arxiv.org/abs/2012.14331)
- New methods to compute the generalized chi-square distribution: [journal](https://www.tandfonline.com/doi/abs/10.1080/00949655.2025.2501401) / [arxiv](https://arxiv.org/abs/2404.05062) (better formatting)

## Installation
Within Matlab's Home tab, select Add-Ons > Get Add-Ons > Search for 'Generalized chi-square distribution' and install.

## Getting Started
After installation, begin with the Getting Started live script with interactive examples, or, at any time, go to Matlab Home tab > Add-Ons > Manage Add-Ons > click the three dots next to this toolbox > View Getting Started Guide

## Documentation
For function help, type:

doc gx2_to_norm_quad_params
doc norm_quad_to_gx2_params
doc gx2stat
doc gx2rnd
doc gx2char
doc gx2cdf
doc gx2pdf
doc gx2inv