Overload List
| # | Signature | Description |
|---|---|---|
| 1 | procedure FCDFInv(const p: TDenseMtxVec; Nu1: Integer; Nu2: Integer; const Res: TDenseMtxVec); | |
| 2 | procedure FCDFInv(p: Double; const Nu1: TMtxVecInt; const Nu2: TMtxVecInt; const Res: TDenseMtxVec); | Fisher(F) PPF (vectorized). |
| 3 | function FCDFInv(p: Double; Nu1: Integer; Nu2: Integer): Double; | F distribution inverse CDF (quantile / point percent function, PPF). |
Overload 1: procedure FCDFInv(const p: TDenseMtxVec; Nu1: Integer; Nu2: Integer; const Res: TDenseMtxVec);
| # | Name | Type | Description |
|---|---|---|---|
| 1 | p | TDenseMtxVec | |
| 2 | Nu1 | Integer | |
| 3 | Nu2 | Integer | |
| 4 | Res | TDenseMtxVec |
Result: stored in self (calling object)
Overload 2: procedure FCDFInv(p: Double; const Nu1: TMtxVecInt; const Nu2: TMtxVecInt; const Res: TDenseMtxVec);
Fisher(F) PPF (vectorized).
| # | Name | Description |
|---|---|---|
| 1 | p | Defines distribution probabilities, real vector or matrix with values within closed interval [0,1]. |
| 2 | Nu1 | Defines distribution degrees of freedom. Nu1 must be a positive integer. |
| 3 | Nu2 | Defines distribution degrees of freedom. Nu2 must be a positive integer. |
| 4 | Res | 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. |
Result: stored in self (calling object)
Overload 3: function FCDFInv(p: Double; Nu1: Integer; Nu2: Integer): Double;
F distribution inverse CDF (quantile / point percent function, PPF).
| # | Name | Description |
|---|---|---|
| 1 | p | Probability, real value on the closed interval [0,1]. |
| 2 | Nu1 | Numerator degrees of freedom, integer > 0. |
| 3 | Nu2 | Denominator degrees of freedom, integer > 0. |
Returns: Double - 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