C++ – Chi-Squared Probability Function in C++

c++chi-squaredstatistics

The following code of mine computes the confidence interval using Chi-square's 'quantile' and probability function from Boost.

I am trying to implement this function as to avoid dependency to Boost. Is there any resource where can I find such implementation?

#include <boost/math/distributions/chi_squared.hpp>
#include <boost/cstdint.hpp>

using namespace std;     
using boost::math::chi_squared; 
using boost::math::quantile;

vector <double> ConfidenceInterval(double x) {
    vector <double> ConfInts; 

    // x is an estimated value in which
    // we want to derive the confidence interval.

    chi_squared distl(2);     
    chi_squared distu((x+1)*2);

    double alpha = 0.90;      

    double lower_limit = 0;   

    if (x != 0) {
        chi_squared distl(x*2);   
        lower_limit = (quantile(distl,((1-alpha)/2)))/2;
    }

    double upper_limit = (quantile(distu,1-((1-alpha)/2)))/2;

    ConfInts.push_back(lower_limit);
    ConfInts.push_back(upper_limit);

    return ConfInts;         
}

Best Solution

If you're looking for source code you can copy/paste, here are some links:

YMMV...

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