Release 260111

rednose/helpers/chi2_lookup.py

@@ -0,0 +1,22 @@
+import os
+
+import numpy as np
+
+
+def gen_chi2_ppf_lookup(max_dim=200):
+  from scipy.stats import chi2
+  table = np.zeros((max_dim, 98))
+  for dim in range(1, max_dim):
+    table[dim] = chi2.ppf(np.arange(.01, .99, .01), dim)
+
+  np.save('chi2_lookup_table', table)
+
+
+def chi2_ppf(p, dim):
+  table = np.load(os.path.dirname(os.path.realpath(__file__)) + '/chi2_lookup_table.npy')
+  result = np.interp(p, np.arange(.01, .99, .01), table[dim])
+  return result
+
+
+if __name__ == "__main__":
+  gen_chi2_ppf_lookup()