factor/extra/math/extras/extras.factor

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! Copyright (C) 2012 John Benediktsson
! See http://factorcode.org/license.txt for BSD license
USING: combinators.short-circuit kernel math math.combinatorics
math.functions math.order math.ranges math.statistics
math.vectors memoize sequences ;
IN: math.extras
<PRIVATE
DEFER: sterling
: (sterling) ( n k -- x )
[ [ 1 - ] bi@ sterling ]
[ [ 1 - ] dip sterling ]
[ nip * + ] 2tri ;
PRIVATE>
MEMO: sterling ( n k -- x )
2dup { [ = ] [ nip 1 = ] } 2||
[ 2drop 1 ] [ (sterling) ] if ;
<PRIVATE
DEFER: bernoulli
: (bernoulli) ( p -- n )
[ iota ] [ 1 + ] bi [
0 [ [ nCk ] [ bernoulli * ] bi + ] with reduce
] keep recip neg * ;
PRIVATE>
MEMO: bernoulli ( p -- n )
[ 1 ] [ (bernoulli) ] if-zero ;
: chi2 ( actual expected -- n )
0 [ dup 0 > [ [ - sq ] keep / + ] [ 2drop ] if ] 2reduce ;
<PRIVATE
: df-check ( df -- )
even? [ "odd degrees of freedom" throw ] unless ;
: (chi2P) ( chi/2 df/2 -- p )
[1,b) dupd n/v cum-product swap neg exp [ v*n sum ] keep + ;
PRIVATE>
: chi2P ( chi df -- p )
dup df-check [ 2.0 / ] [ 2 /i ] bi* (chi2P) 1.0 min ;