https://github.com/limix/chi2comb-py

Python package for linear combination of independent noncentral chi-squared random variables.
https://github.com/limix/chi2comb-py

Last synced: 6 months ago
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Python package for linear combination of independent noncentral chi-squared random variables.

• Host: GitHub
• URL: https://github.com/limix/chi2comb-py
• Owner: limix
• License: mit
• Created: 2018-09-17T18:14:19.000Z (over 6 years ago)
• Default Branch: master
• Last Pushed: 2020-09-16T13:52:05.000Z (over 4 years ago)
• Last Synced: 2024-11-10T05:42:39.966Z (6 months ago)
• Language: Python
• Size: 25.4 KB
• Stars: 11
• Watchers: 3
• Forks: 1
• Open Issues: 6
• Metadata Files:
  • Readme: README.md
  • License: LICENSE.md

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README

        
# chi2comb

[![Travis](https://img.shields.io/travis/com/limix/chi2comb-py.svg?style=flat-square&label=linux%20%2F%20macos%20build)](https://travis-ci.com/limix/chi2comb-py) [![AppVeyor](https://img.shields.io/appveyor/ci/Horta/chi2comb-py.svg?style=flat-square&label=windows%20build)](https://ci.appveyor.com/project/Horta/chi2comb-py)

This package estimates cumulative density functions of linear combinations of

independent noncentral χ² random variables and a standard Normal distribution.

Formally, it estimates P[Q>> from chi2comb import chi2comb_cdf, ChiSquared

>>>

>>> gcoef = 2

>>> ncents = [0.5, 0, 0]

>>> q = 1

>>> dofs = [1, 1, 2]

>>> coefs = [6, 3, 1]

>>> chi2s = [ChiSquared(coefs[i], ncents[i], dofs[i]) for i in range(3)]

>>> result, errno, info = chi2comb_cdf(q, chi2s, gcoef)

>>> result

0.050870657088644244

>>> errno

0

>>> info

Info(emag=0.6430413191446991, niterms=43, nints=1, intv=0.03462571527167856, truc=1.4608856930426104, sd=0.0, ncycles=21)

```

The estimated value is P[Q<1] ≈ 0.0587.

## Problems

If you encounter any issue, please, [submit it](https://github.com/limix/chi2comb-py/issues/new).

## Authors

* [Danilo Horta](https://github.com/horta)

## License

This project is licensed under the [MIT License](https://raw.githubusercontent.com/limix/chi2comb-py/master/LICENSE.md).