@stdlib/stats-base-dists-f-cdf
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    Cumulative Distribution Function

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    F distribution cumulative distribution function.

    The cumulative distribution function for a F random variable is

    Cumulative distribution function for an F distribution.

    where d1 is the numerator degrees of freedom, d2 is the denominator degrees of freedom and I_{x}(a,b) is the lower regularized incomplete beta function.

    Installation

    npm install @stdlib/stats-base-dists-f-cdf

    Usage

    var cdf = require( '@stdlib/stats-base-dists-f-cdf' );

    cdf( x, d1, d2 )

    Evaluates the cumulative distribution function (CDF) for a F distribution with parameters d1 (numerator degrees of freedom) and d2 (denominator degrees of freedom).

    var y = cdf( 2.0, 1.0, 1.0 );
    // returns ~0.608
    
    y = cdf( 2.0, 8.0, 4.0 );
    // returns ~0.737
    
    y = cdf( -Infinity, 4.0, 2.0 );
    // returns 0.0
    
    y = cdf( 0.0, 4.0, 4.0 );
    // returns 0.0
    
    y = cdf( +Infinity, 4.0, 2.0 );
    // returns 1.0

    If provided NaN as any argument, the function returns NaN.

    var y = cdf( NaN, 1.0, 1.0 );
    // returns NaN
    
    y = cdf( 0.0, NaN, 1.0 );
    // returns NaN
    
    y = cdf( 0.0, 1.0, NaN );
    // returns NaN

    If provided d1 <= 0, the function returns NaN.

    var y = cdf( 2.0, -1.0, 0.5 );
    // returns NaN
    
    y = cdf( 2.0, 0.0, 0.5 );
    // returns NaN

    If provided d2 <= 0, the function returns NaN.

    var y = cdf( 2.0, 0.5, -1.0 );
    // returns NaN
    
    y = cdf( 2.0, 0.5, 0.0 );
    // returns NaN

    cdf.factory( d1, d2 )

    Returns a function for evaluating the cumulative distribution function of a F distribution with parameters d1 (numerator degrees of freedom) and d2 (denominator degrees of freedom).

    var mycdf = cdf.factory( 10.0, 2.0 );
    
    var y = mycdf( 10.0 );
    // returns ~0.906
    
    y = mycdf( 8.0 );
    // returns ~0.884

    Examples

    var randu = require( '@stdlib/random-base-randu' );
    var cdf = require( '@stdlib/stats-base-dists-f-cdf' );
    
    var d1;
    var d2;
    var x;
    var y;
    var i;
    
    for ( i = 0; i < 10; i++ ) {
        x = randu() * 10.0;
        d1 = randu() * 10.0;
        d2 = randu() * 10.0;
        y = cdf( x, d1, d2 );
        console.log( 'x: %d, d1: %d, d2: %d, F(x;d1,d2): %d', x.toFixed( 4 ), d1.toFixed( 4 ), d2.toFixed( 4 ), y.toFixed( 4 ) );
    }

    Notice

    This package is part of stdlib, a standard library for JavaScript and Node.js, with an emphasis on numerical and scientific computing. The library provides a collection of robust, high performance libraries for mathematics, statistics, streams, utilities, and more.

    For more information on the project, filing bug reports and feature requests, and guidance on how to develop stdlib, see the main project repository.

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    License

    See LICENSE.

    Copyright

    Copyright © 2016-2022. The Stdlib Authors.

    Install

    npm i @stdlib/stats-base-dists-f-cdf

    Homepage

    stdlib.io

    DownloadsWeekly Downloads

    147

    Version

    0.0.6

    License

    Apache-2.0

    Unpacked Size

    57 kB

    Total Files

    11

    Last publish

    Collaborators

    • stdlib-bot
    • kgryte
    • planeshifter
    • rreusser