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Impliment ntdist pdfs. #201

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Impliment ntdist pdfs. #201

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add ntdistpdf
oscardssmith Feb 4, 2026
2930a6a
types
oscardssmith Feb 6, 2026
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19 changes: 17 additions & 2 deletions src/distrs/ntdist.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -2,8 +2,6 @@

# R implementations
using .RFunctions:
ntdistpdf,
ntdistlogpdf,
ntdistcdf,
ntdistccdf,
ntdistlogcdf,
Expand All @@ -12,3 +10,20 @@ using .RFunctions:
ntdistinvccdf,
ntdistinvlogcdf,
ntdistinvlogccdf

using SpecialFunctions: gamma

function ntdistpdf(k::Real, λ::Real, x::Real)
return exp(ntdistlogpdf(k, λ, x))
end

ntdistlogpdf(k::Real, λ::Real, x::Real) = ntdistlogpdf(promote(k, λ, x)...)

function ntdistlogpdf(k::T, λ::T, x::T) where {T<:Real}
ONE = one(T)
Av = _₁F₁((k + 1) / 2, ONE / 2, (λ * x)^2 / (2 * muladd(x, x, k)))
Bv = sqrt(2*ONE) * λ * x * gamma(k/2 +1) / (sqrt(muladd(x, x, k)) * gamma((k+1)/2)) *
_₁F₁(k/2 + 1, 3*ONE/2, (λ * x)^2 / (2 * muladd(x, x, k)))
tdistlogpdf(k, x) - λ^2 / 2 +
log(Av + Bv)
end
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