Overload List
| # | Signature | Description |
|---|---|---|
| 1 | double FCDFInv(double p, int Nu1, int Nu2); | F distribution inverse CDF (quantile / point percent function, PPF). |
| 2 | void FCDFInv(double p, TMtxVecInt *Nu1, TMtxVecInt *Nu2, TDenseMtxVec *Res); | Fisher(F) PPF (vectorized). |
| 3 | void FCDFInv(TDenseMtxVec *p, int Nu1, int Nu2, TDenseMtxVec *Res); |
Overload 1: double FCDFInv(double p, int Nu1, int Nu2);
F distribution inverse CDF (quantile / point percent function, PPF).
| # | Name | Type | Description |
|---|---|---|---|
| 1 | p | double | Probability, real value on the closed interval [0,1]. |
| 2 | Nu1 | int | Numerator degrees of freedom, integer > 0. |
| 3 | Nu2 | int | Denominator degrees of freedom, integer > 0. |
Returns: the value x with FCDF(x,Nu1,Nu2)=p for degrees of freedom Nu1 and Nu2. Returns NAN when Nu1 <= 0 or Nu2 <= 0; returns +INF at p=1.
Remarks:
Computes the inverse of the F CDF (the quantile function)
inverse CDF(p|nu _1, nu _2) = F^(-1)(p|nu _1, nu _2 ) , p(x)=CDF(x|nu _1, nu _2)
via the beta quantile z= BetaCDFInv(1-p, Nu2/2, Nu1/2) and x=(nu_2/z-nu_2)/nu_1. Domain: p in [0,1], integer nu_1,nu_2 > 0. Behaviour: returns +INF at p=1; for nu_1 <= 0 or nu_2 <= 0 returns NAN.
See Also: Probabilities::FPDF, Probabilities::FCDF
Declared in Dew::Math::Units::Probabilities · Dew.Math/Units.Probabilities.h · Cross-compiler
Overload 2: void FCDFInv(double p, TMtxVecInt *Nu1, TMtxVecInt *Nu2, TDenseMtxVec *Res);
Fisher(F) PPF (vectorized).
| # | Name | Type | Description |
|---|---|---|---|
| 1 | p | double | Defines distribution probabilities, real vector or matrix with values within closed interval [0,1]. |
| 2 | Nu1 | TMtxVecInt * | Defines distribution degrees of freedom. Nu1 must be a positive integer. |
| 3 | Nu2 | TMtxVecInt * | Defines distribution degrees of freedom. Nu2 must be a positive integer. |
| 4 | Res | TDenseMtxVec * | After calculation stores the PPF calculated from P, Nu1 and Nu2. Length and Complex properties of Res are adjusted automatically to match Length and Complex properties of P. |
Declared in Dew::Math::Units::Probabilities · Dew.Math/Units.Probabilities.h · Cross-compiler
Overload 3: void FCDFInv(TDenseMtxVec *p, int Nu1, int Nu2, TDenseMtxVec *Res);
| # | Name | Type | Description |
|---|---|---|---|
| 1 | p | TDenseMtxVec * | |
| 2 | Nu1 | int | |
| 3 | Nu2 | int | |
| 4 | Res | TDenseMtxVec * |
Declared in Dew::Math::Units::Probabilities · Dew.Math/Units.Probabilities.h · Cross-compiler