Nefariously Pushing Master

    @stdlib/stats-base-dists-f-pdf
    TypeScript icon, indicating that this package has built-in type declarations

    0.0.7 • Public • Published

    Probability Density Function

    NPM version Build Status Coverage Status

    F distribution probability density function (PDF).

    The probability density function (PDF) for a F random variable is

    Probability density function (PDF) for an F distribution.

    where d1 is the numerator degrees of freedom and d2 is the denominator degrees of freedom and B is the Beta function.

    Installation

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

    Usage

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

    pdf( x, d1, d2 )

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

    var y = pdf( 2.0, 0.5, 1.0 );
    // returns ~0.057
    
    y = pdf( 0.1, 1.0, 1.0 );
    // returns ~0.915
    
    y = pdf( -1.0, 4.0, 2.0 );
    // returns 0.0

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

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

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

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

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

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

    pdf.factory( d1, d2 )

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

    var mypdf = pdf.factory( 6.0, 7.0 );
    var y = mypdf( 7.0 );
    // returns ~0.004
    
    y = mypdf( 2.0 );
    // returns ~0.166

    Examples

    var randu = require( '@stdlib/random-base-randu' );
    var pdf = require( '@stdlib/stats-base-dists-f-pdf' );
    
    var d1;
    var d2;
    var x;
    var y;
    var i;
    
    for ( i = 0; i < 10; i++ ) {
        x = randu() * 4.0;
        d1 = randu() * 10.0;
        d2 = randu() * 10.0;
        y = pdf( 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.

    Community

    Chat


    Copyright

    Copyright © 2016-2022. The Stdlib Authors.

    Install

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

    Homepage

    stdlib.io

    DownloadsWeekly Downloads

    221

    Version

    0.0.7

    License

    Apache-2.0

    Unpacked Size

    56.2 kB

    Total Files

    13

    Last publish

    Collaborators

    • stdlib-bot
    • kgryte
    • planeshifter
    • rreusser