Namespaces

Types in MathNet.Numerics.Distributions

Type FisherSnedecor

Namespace MathNet.Numerics.Distributions

Interfaces IContinuousDistribution

Continuous Univariate F-distribution, also known as Fisher-Snedecor distribution. For details about this distribution, see.

Constructors

Static Functions

Methods

Properties

Public Constructors

FisherSnedecor(double d1, double d2, Random randomSource)

Initializes a new instance of the FisherSnedecor class.
Parameters
double d1

The first degree of freedom (d1) of the distribution. Range: d1 > 0.

double d2

The second degree of freedom (d2) of the distribution. Range: d2 > 0.

Random randomSource

The random number generator which is used to draw random samples.

FisherSnedecor(double d1, double d2)

Initializes a new instance of the FisherSnedecor class.
Parameters
double d1

The first degree of freedom (d1) of the distribution. Range: d1 > 0.

double d2

The second degree of freedom (d2) of the distribution. Range: d2 > 0.

Public Static Functions

double CDF(double d1, double d2, double x)

Computes the cumulative distribution (CDF) of the distribution at x, i.e. P(X ≤ x).
Parameters
double d1

The first degree of freedom (d1) of the distribution. Range: d1 > 0.

double d2

The second degree of freedom (d2) of the distribution. Range: d2 > 0.

double x

The location at which to compute the cumulative distribution function.

Return
double

the cumulative distribution at location x.

double InvCDF(double d1, double d2, double p)

Computes the inverse of the cumulative distribution function (InvCDF) for the distribution at the given probability. This is also known as the quantile or percent point function.
WARNING: currently not an explicit implementation, hence slow and unreliable.
Parameters
double d1

The first degree of freedom (d1) of the distribution. Range: d1 > 0.

double d2

The second degree of freedom (d2) of the distribution. Range: d2 > 0.

double p

The location at which to compute the inverse cumulative density.

Return
double

the inverse cumulative density at p.

bool IsValidParameterSet(double d1, double d2)

Tests whether the provided values are valid parameters for this distribution.
Parameters
double d1

The first degree of freedom (d1) of the distribution. Range: d1 > 0.

double d2

The second degree of freedom (d2) of the distribution. Range: d2 > 0.

double PDF(double d1, double d2, double x)

Computes the probability density of the distribution (PDF) at x, i.e. ∂P(X ≤ x)/∂x.
Parameters
double d1

The first degree of freedom (d1) of the distribution. Range: d1 > 0.

double d2

The second degree of freedom (d2) of the distribution. Range: d2 > 0.

double x

The location at which to compute the density.

Return
double

the density at x.

double PDFLn(double d1, double d2, double x)

Computes the log probability density of the distribution (lnPDF) at x, i.e. ln(∂P(X ≤ x)/∂x).
Parameters
double d1

The first degree of freedom (d1) of the distribution. Range: d1 > 0.

double d2

The second degree of freedom (d2) of the distribution. Range: d2 > 0.

double x

The location at which to compute the density.

Return
double

the log density at x.

double Sample(double d1, double d2)

Generates a sample from the distribution.
Parameters
double d1

The first degree of freedom (d1) of the distribution. Range: d1 > 0.

double d2

The second degree of freedom (d2) of the distribution. Range: d2 > 0.

Return
double

a sample from the distribution.

double Sample(Random rnd, double d1, double d2)

Generates a sample from the distribution.
Parameters
Random rnd

The random number generator to use.

double d1

The first degree of freedom (d1) of the distribution. Range: d1 > 0.

double d2

The second degree of freedom (d2) of the distribution. Range: d2 > 0.

Return
double

a sample from the distribution.

IEnumerable<double> Samples(Random rnd, double d1, double d2)

Generates a sequence of samples from the distribution.
Parameters
Random rnd

The random number generator to use.

double d1

The first degree of freedom (d1) of the distribution. Range: d1 > 0.

double d2

The second degree of freedom (d2) of the distribution. Range: d2 > 0.

Return
IEnumerable<double>

a sequence of samples from the distribution.

IEnumerable<double> Samples(double d1, double d2)

Generates a sequence of samples from the distribution.
Parameters
double d1

The first degree of freedom (d1) of the distribution. Range: d1 > 0.

double d2

The second degree of freedom (d2) of the distribution. Range: d2 > 0.

Return
IEnumerable<double>

a sequence of samples from the distribution.

void Samples(Double[] values, double d1, double d2)

Fills an array with samples generated from the distribution.
Parameters
Double[] values

The array to fill with the samples.

double d1

The first degree of freedom (d1) of the distribution. Range: d1 > 0.

double d2

The second degree of freedom (d2) of the distribution. Range: d2 > 0.

Return
void

a sequence of samples from the distribution.

void Samples(Random rnd, Double[] values, double d1, double d2)

Fills an array with samples generated from the distribution.
Parameters
Random rnd

The random number generator to use.

Double[] values

The array to fill with the samples.

double d1

The first degree of freedom (d1) of the distribution. Range: d1 > 0.

double d2

The second degree of freedom (d2) of the distribution. Range: d2 > 0.

Return
void

a sequence of samples from the distribution.

Public Methods

double CumulativeDistribution(double x)

Computes the cumulative distribution (CDF) of the distribution at x, i.e. P(X ≤ x).
Parameters
double x

The location at which to compute the cumulative distribution function.

Return
double

the cumulative distribution at location x.

double Density(double x)

Computes the probability density of the distribution (PDF) at x, i.e. ∂P(X ≤ x)/∂x.
Parameters
double x

The location at which to compute the density.

Return
double

the density at x.

double DensityLn(double x)

Computes the log probability density of the distribution (lnPDF) at x, i.e. ln(∂P(X ≤ x)/∂x).
Parameters
double x

The location at which to compute the log density.

Return
double

the log density at x.

bool Equals(object obj)

int GetHashCode()

Type GetType()

double InverseCumulativeDistribution(double p)

Computes the inverse of the cumulative distribution function (InvCDF) for the distribution at the given probability. This is also known as the quantile or percent point function.
WARNING: currently not an explicit implementation, hence slow and unreliable.
Parameters
double p

The location at which to compute the inverse cumulative density.

Return
double

the inverse cumulative density at p.

double Sample()

Generates a sample from the FisherSnedecor distribution.
Return
double

a sample from the distribution.

IEnumerable<double> Samples()

Generates a sequence of samples from the FisherSnedecor distribution.
Return
IEnumerable<double>

a sequence of samples from the distribution.

void Samples(Double[] values)

Fills an array with samples generated from the distribution.

string ToString()

A string representation of the distribution.
Return
string

a string representation of the distribution.

Public Properties

double DegreesOfFreedom1 get;

Gets the first degree of freedom (d1) of the distribution. Range: d1 > 0.

double DegreesOfFreedom2 get;

Gets the second degree of freedom (d2) of the distribution. Range: d2 > 0.

double Entropy get;

Gets the entropy of the distribution.

double Maximum get;

Gets the maximum of the distribution.

double Mean get;

Gets the mean of the distribution.

double Median get;

Gets the median of the distribution.

double Minimum get;

Gets the minimum of the distribution.

double Mode get;

Gets the mode of the distribution.

Random RandomSource get; set;

Gets or sets the random number generator which is used to draw random samples.

double Skewness get;

Gets the skewness of the distribution.

double StdDev get;

Gets the standard deviation of the distribution.

double Variance get;

Gets the variance of the distribution.