Class FDistribution

java.lang.Object
math.FDistribution
public class FDistribution extends Object
This class calculates the CDF and ICDF of the F(Fisher) distribution
Author:
Federico Granata

  • Constructor Summary

    Constructors
    Constructor
    Description
    FDistribution(int num, int den)
    Creates a new instance of FDistribution

  • Method Summary

    Modifier and Type
    Method
    Description
    double
    CDF(double f)
    CDF ALGORITHM AS 63 APPL.
    static double
    CDF(double f, int num, int den)
    CDF ALGORITHM AS 63 APPL.
    double
    ICDF(double p)
    get the quantile of a probability f computes f, given P P(f>x) it uses the false position method for solving the problem
    static double
    ICDF(double p, int num, int den)
     
    void
    setParameters(int num, int den)
    sets the degrees of freedom of the distribution
    static void
    test()
    test function

    Methods inherited from class Object

    clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

  • Constructor Details

    • FDistribution

      public FDistribution(int num, int den)
      Creates a new instance of FDistribution
      Parameters:
      num - numerator degrees of freedom
      den - denominator degrees of freedom

  • Method Details

    • setParameters

      public void setParameters(int num, int den)
      sets the degrees of freedom of the distribution
      Parameters:
      num - numerator degrees of freedom
      den - denominator degrees of freedom

    • CDF

      public static double CDF(double f, int num, int den)
      CDF ALGORITHM AS 63 APPL. STATIST. VOL.32, NO.1 Computes P(f>x)
      Parameters:
      f - quantile
      num - numerator degrees of freedom
      den - denominator degrees of freedom

    • CDF

      public double CDF(double f)
      CDF ALGORITHM AS 63 APPL. STATIST. VOL.32, NO.1 Computes P(f>x)
      Parameters:
      f - quantile
      Returns:
      the resulting double

    • ICDF

      public double ICDF(double p)
      get the quantile of a probability f computes f, given P P(f>x) it uses the false position method for solving the problem

    • ICDF

      public static double ICDF(double p, int num, int den)

    • test

      public static void test()
      test function