PINE LIBRARY

chi2Inv

Updated
Library "chi2Inv"

chi2Inv(p, n)
  Returns the inverse cumulative distribution function (icdf) of the chi-square distribution with degrees of freedom nu, evaluated at the probability values in p. Goldstein approximation
  Parameters:
    p: float, probability
    n: float, degress of freedom source.
  Returns: float.
Release Notes
v2
The V1 release was returning low quality output, this one matches the desired result as measured against Microsoft Excels functions CHISQ.INV and CHISQ.INV.RT
Updated:
chi2Inv(pin, deg, tail)
  Returns the inverse of the right-tailed or left-tailed probability of the chi-squared distribution.
  Parameters:
    pin: float, probability
    deg: float, degress of freedom.
    tail: string, tail, either "r" for right or "l" for left
  Returns: float.
chi2invchisquaredinverseCNDcumulativenormaldistributionstatistics

Pine library

In true TradingView spirit, the author has published this Pine code as an open-source library so that other Pine programmers from our community can reuse it. Cheers to the author! You may use this library privately or in other open-source publications, but reuse of this code in a publication is governed by House rules.


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