Another chi-squared routine

[Matthias Andree]

Greg Louis <glouis at dynamicro.on.ca> writes:

> On 20030119 (Sun) at 1940:55 +0100, Matthias Andree wrote:
>> Greg Louis <glouis at dynamicro.on.ca> writes:
>> 
>> > functions, including chi-squared; but the chi-squared routine returns
>> > probability density rather than cumulative values.  That's ok, though,
>> > because a fast integration routine is provided as well.
>> 
>> What now? cumulation or integration? They are sorta different.
>
> Integrating the density function from chi-square 0 (I used 0.0001,
> chi-square should be >0) to the value of interest yields the cumulative
> probability.

Yup. What I mean: if you just sum up things, without taking the length
of the interval into account, you're getting something different.

> Good point.  The dcdflib is restricted in that "General permission to
> copy and distribute the algorithm[s] without fee is granted provided
> that the copies are not made or distributed for direct commercial
> advantage, the ACM copyright notice and the title of the publication
> and its date appear, and notice is given that copying is by permission
> of the Association for Computing Machinery.  To copy otherwise, or to
> republish, requires a fee and/or specific permission."  Some of the
> code is in the public domain; algorithms and code that appeared in an
> ACM publication are not.

As I assume that FSF code is compatible with our license, let's take
that after 0.10.0.

-- 
Matthias Andree