Package Exports

@stdlib/stats-base-dists-f-pdf
@stdlib/stats-base-dists-f-pdf/dist
@stdlib/stats-base-dists-f-pdf/dist/index.js
@stdlib/stats-base-dists-f-pdf/lib/index.js

This package does not declare an exports field, so the exports above have been automatically detected and optimized by JSPM instead. If any package subpath is missing, it is recommended to post an issue to the original package (@stdlib/stats-base-dists-f-pdf) to support the "exports" field. If that is not possible, create a JSPM override to customize the exports field for this package.

Readme

About stdlib...

We believe in a future in which the web is a preferred environment for numerical computation. To help realize this future, we've built stdlib. stdlib is a standard library, with an emphasis on numerical and scientific computation, written in JavaScript (and C) for execution in browsers and in Node.js.

The library is fully decomposable, being architected in such a way that you can swap out and mix and match APIs and functionality to cater to your exact preferences and use cases.

When you use stdlib, you can be absolutely certain that you are using the most thorough, rigorous, well-written, studied, documented, tested, measured, and high-quality code out there.

To join us in bringing numerical computing to the web, get started by checking us out on GitHub, and please consider financially supporting stdlib. We greatly appreciate your continued support!

Probability Density Function

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.

JSPM

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