Probabilities::FPDF Function

Overload List

#SignatureDescription
1double FPDF(double x, int Nu1, int Nu2);F (Fisher-Snedecor) probability density function (PDF).
2void FPDF(TDenseMtxVec *X, int Nu1, int Nu2, TDenseMtxVec *Res);Fisher(F) PDF (vectorized).

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

F (Fisher-Snedecor) probability density function (PDF).

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

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

Remarks:

Computes the F PDF

PDF(x|nu _1 , nu _2 )= 1/(B(nu_1/2,nu_2/2)) ((nu _1)/(nu _2))^(nu _1 /2)(x^((nu _1 -2)/2))/([ 1+ (nu _1)/(nu _2)x ]^((nu _1 + nu _2)/2))

where nu_1 (Nu1), nu_2 (Nu2) are the degrees of freedom and B is the Probabilities::Beta function. An F variable is the ratio of two independent chi-squared variables each divided by its degrees of freedom. Domain: x >= 0, integer nu_1,nu_2 > 0. If either parameter is <= 0 or x < 0 the result is NAN. A scalar form (this one) and a vectorized TDenseMtxVec overload are provided.

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

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

Fisher(F) PDF (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 PDF 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