Probabilities::FCDF Function

Overload List

#SignatureDescription
1double FCDF(double x, int Nu1, int Nu2);F (Fisher-Snedecor) cumulative distribution function (CDF).
2void FCDF(TDenseMtxVec *X, int Nu1, int Nu2, TDenseMtxVec *Res);Fisher(F) CDF (vectorized).

Overload 1: double FCDF(double x, int Nu1, int Nu2);

F (Fisher-Snedecor) cumulative distribution function (CDF).

#NameTypeDescription
1xdoubleDistribution domain, real value >= 0.
2Nu1intNumerator degrees of freedom, integer > 0.
3Nu2intDenominator degrees of freedom, integer > 0.

Returns: the F cumulative distribution function (CDF) at x for degrees of freedom Nu1 and Nu2. Returns NAN when Nu1 <= 0, Nu2 <= 0 or x < 0.

Remarks:

Computes the F CDF via the regularized incomplete beta function. The implementation uses the identity

CDF(x|nu _1 , nu _2 )= 1 - I_(nu_2/(nu_2+nu_1 x))(nu_2/2,nu_1/2)

where I_z(a,b) is the regularized incomplete beta function. The result is the probability that an observation falls in [0,x][0,x], lies in [0,1][0,1] and is monotone non-decreasing. Domain: x >= 0, integer nu_1,nu_2 > 0. If either parameter is <= 0 or x < 0 the result is NAN.

See Also: Probabilities::FPDF, Probabilities::FCDFInv
Declared in Dew::Math::Units::Probabilities · Dew.Math/Units.Probabilities.h · Cross-compiler

Overload 2: void FCDF(TDenseMtxVec *X, int Nu1, int Nu2, TDenseMtxVec *Res);

Fisher(F) CDF (vectorized).

#NameTypeDescription
1XTDenseMtxVec *Defines distribution domain, real vector or matrix with positive real values or zeros.
2Nu1intDefines distribution degrees of freedom. Nu1 must be a positive integer.
3Nu2intDefines distribution degrees of freedom. Nu2 must be a positive integer.
4ResTDenseMtxVec *After calculation stores the CDF calculated from X, Nu1 and Nu2. Length and Complex properties of Res are adjusted automatically to match Length and Complex properties of X.
Declared in Dew::Math::Units::Probabilities · Dew.Math/Units.Probabilities.h · Cross-compiler