add support for cdf

cdf.js

@@ -0,0 +1,63 @@
+var LogGamma = require('gamma').log
+
+// The following code liberated from
+// http://www.math.ucla.edu/~tom/distributions/chisq.html
+
+function Gcf(X,A) {        // Good for X>A+1
+  with (Math) {
+    var A0=0;
+    var B0=1;
+    var A1=1;
+    var B1=X;
+    var AOLD=0;
+    var N=0;
+    while (abs((A1-AOLD)/A1)>.00001) {
+      AOLD=A1;
+      N=N+1;
+      A0=A1+(N-A)*A0;
+      B0=B1+(N-A)*B0;
+      A1=X*A0+N*A1;
+      B1=X*B0+N*B1;
+      A0=A0/B1;
+      B0=B0/B1;
+      A1=A1/B1;
+      B1=1;
+    }
+    var Prob=exp(A*log(X)-X-LogGamma(A))*A1;
+  }
+  return 1-Prob
+}
+
+function Gser(X,A) {        // Good for X<A+1.
+    with (Math) {
+    var T9=1/A;
+    var G=T9;
+    var I=1;
+    while (T9>G*.00001) {
+      T9=T9*X/(A+I);
+      G=G+T9;
+      I=I+1;
+    }
+    G=G*exp(A*log(X)-X-LogGamma(A));
+    }
+    return G
+}
+
+function Gammacdf(x,a) {
+  var GI;
+  if (x<=0) {
+    GI=0
+  } else if (x<a+1) {
+    GI=Gser(x,a)
+  } else {
+    GI=Gcf(x,a)
+  }
+  return GI
+}
+
+module.exports = function (Z, DF) {
+  if (DF<=0) {
+    throw new Error("Degrees of freedom must be positive")
+  }
+  return Gammacdf(Z/2,DF/2)
+}

index.js

@@ -8,3 +8,5 @@ exports.pdf = function (x, k_) {
         * Math.exp(-x / 2)
     ;
 };
+
+exports.cdf = require('./cdf')

test/chi.js

@@ -6,3 +6,12 @@ test('chi', function (t) {
     t.equal(chi.pdf(2.3, 1.4), 0.11695769277348175);
     t.end();
 });
+
+test('chi.cdf', function (t) {
+
+  t.equal(chi.cdf(2, 2), 0.6321204474030797)
+  t.equal(chi.cdf(1, 3), 0.19874802827905516)
+  t.equal(chi.cdf(200, 256), 0.00399456708950239)
+  t.end()
+
+})