nk 1.0.0
C++ Numerical Computing Runtime
Loading...
Searching...
No Matches
fisher_f.hpp
Go to the documentation of this file.
1
3// toolboxes/stats/include/nk/stats/distributions/fisher_f.hpp
4//
5// Fisher's F-distribution.
6
7#pragma once
8
9#include <memory_resource>
10#include <nk/value/value.hpp>
11
12#include <tuple>
13
14namespace nk {
15
18 namespace ops { class RngContext; } }
19
20namespace nk::stats {
21
35Value fpdf(const Value &x, double v1, double v2, std::pmr::memory_resource *mr = nullptr);
36
48Value fcdf(const Value &x, double v1, double v2, std::pmr::memory_resource *mr = nullptr);
49
60Value finv(const Value &p, double v1, double v2, std::pmr::memory_resource *mr = nullptr);
61
73Value frnd(::nk::ops::RngContext &rng, double v1, double v2, size_t rows = 1, size_t cols = 1, std::pmr::memory_resource *mr = nullptr);
74
84std::tuple<double, double> fstat(double v1, double v2);
85
103Value ncfpdf(const Value &x, double nu1, double nu2, double delta,
104 std::pmr::memory_resource *mr = nullptr);
105
122Value ncfcdf(const Value &x, double nu1, double nu2, double delta,
123 bool upper = false, std::pmr::memory_resource *mr = nullptr);
124
138Value ncfinv(const Value &p, double nu1, double nu2, double delta,
139 std::pmr::memory_resource *mr = nullptr);
140
154std::tuple<double, double> ncfstat(double nu1, double nu2, double delta);
155
172Value ncfrnd(::nk::ops::RngContext &rng, double nu1, double nu2, double delta,
173 std::size_t rows = 1, std::size_t cols = 1,
174 std::pmr::memory_resource *mr = nullptr);
175
176
178} // namespace nk::stats
Core MATLAB-compatible multidimensional array and scalar value type.
Definition value.hpp:61
Value fpdf(const Value &x, double v1, double v2, std::pmr::memory_resource *mr=nullptr)
F pdf (y = fpdf(x, v1, v2)).
Value ncfpdf(const Value &x, double nu1, double nu2, double delta, std::pmr::memory_resource *mr=nullptr)
Noncentral F pdf (y = ncfpdf(x, nu1, nu2, delta)).
Value ncfrnd(::nk::ops::RngContext &rng, double nu1, double nu2, double delta, std::size_t rows=1, std::size_t cols=1, std::pmr::memory_resource *mr=nullptr)
Noncentral F random samples (R = ncfrnd(nu1, nu2, delta, rows, cols)).
std::tuple< double, double > fstat(double v1, double v2)
F mean and variance ([m, v] = fstat(v1, v2)).
Value frnd(::nk::ops::RngContext &rng, double v1, double v2, size_t rows=1, size_t cols=1, std::pmr::memory_resource *mr=nullptr)
F random samples (r = frnd(v1, v2, rows, cols)).
std::tuple< double, double > ncfstat(double nu1, double nu2, double delta)
Noncentral F mean and variance ([m, v] = ncfstat(nu1, nu2, delta)).
Value fcdf(const Value &x, double v1, double v2, std::pmr::memory_resource *mr=nullptr)
F cdf (F = fcdf(x, v1, v2)).
Value ncfinv(const Value &p, double nu1, double nu2, double delta, std::pmr::memory_resource *mr=nullptr)
Noncentral F inverse cdf (x = ncfinv(p, nu1, nu2, delta)).
Value finv(const Value &p, double v1, double v2, std::pmr::memory_resource *mr=nullptr)
F inverse cdf (x = finv(p, v1, v2)).
Value ncfcdf(const Value &x, double nu1, double nu2, double delta, bool upper=false, std::pmr::memory_resource *mr=nullptr)
Noncentral F cdf (p = ncfcdf(x, nu1, nu2, delta)).