A Python Implementation of the Inverse Chi-Square Function
import math
def chi2P(chi, df):
"""Return prob(chisq >= chi, with df degrees of
freedom).
df must be even.
"""
assert df & 1 == 0
# XXX If chi is very large, exp(-m) will underflow to 0.
m = chi / 2.0
sum = term = math.exp(-m)
for i in range(1, df//2):
term *= m / i
sum += term
# With small chi and large df, accumulated
# roundoff error, plus error in
# the platform exp(), can cause this to spill
# a few ULP above 1.0. For
# example, chi2P(100, 300) on my box
# has sum == 1.0 + 2.0**-52 at this
# point. Returning a value even a teensy
# bit over 1.0 is no good.
return min(sum, 1.0)