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Fisher F Distribution Functions

Source: R/fisher_f_distribution.R
fisher_f_distribution.Rd

Functions to compute the probability density function, cumulative distribution function, and quantile function for the Fisher F distribution.

Usage

fisher_f_pdf(x, df1, df2)

fisher_f_lpdf(x, df1, df2)

fisher_f_cdf(x, df1, df2)

fisher_f_lcdf(x, df1, df2)

fisher_f_quantile(p, df1, df2)

Arguments

x

quantile

df1

degrees of freedom for the numerator (df1 > 0)

df2

degrees of freedom for the denominator (df2 > 0)

p

probability (0 <= p <= 1)

Value

A single numeric value with the computed probability density, log-probability density, cumulative distribution, log-cumulative distribution, or quantile depending on the function called.

See also

Boost Documentation for more details on the mathematical background.

Examples

# Fisher F distribution with df1 = 5, df2 = 2
fisher_f_pdf(1, 5, 2)
#> [1] 0.3080008
fisher_f_lpdf(1, 5, 2)
#> [1] -1.177653
fisher_f_cdf(1, 5, 2)
#> [1] 0.4312012
fisher_f_lcdf(1, 5, 2)
#> [1] -0.8411806
fisher_f_quantile(0.5, 5, 2)
#> [1] 1.251925