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cdff Scilab Group Scilab Function cdff
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cdff - cumulative distribution function F distribution
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[P,Q]=cdff("PQ",F,Dfn,Dfd)
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[F]=cdff("F",Dfn,Dfd,P,Q);
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[Dfn]=cdff("Dfn",Dfd,P,Q,F);
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[Dfd]=cdff("Dfd",P,Q,F,Dfn)
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: five real vectors of the same size.
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: The integral from 0 to F of the f-density. Input range: [0,1].
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F : Upper limit of integration of the f-density. Input range:
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[0, +infinity). Search range: [0,1E300]
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Dfn : Degrees of freedom of the numerator sum of squares. Input
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range: (0, +infinity). Search range: [ 1E-300, 1E300]
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Dfd : Degrees of freedom of the denominator sum of squares. Input
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range: (0, +infinity). Search range: [ 1E-300, 1E300]
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Calculates any one parameter of the F distribution given values for the
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Formula 26.6.2 of Abramowitz and Stegun, Handbook of
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Mathematical Functions (1966) is used to reduce the computation of the
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cumulative distribution function for the F variate to that of an
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Computation of other parameters involve a seach for a value that produces
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the desired value of P. The search relies on the monotinicity of P
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with the other parameter.
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The value of the cumulative F distribution is not necessarily monotone
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in either degrees of freedom. There thus may be two values that
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provide a given CDF value. This routine assumes monotonicity and will
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find an arbitrary one of the two values.
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From DCDFLIB: Library of Fortran Routines for Cumulative Distribution
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Functions, Inverses, and Other Parameters (February, 1994) Barry W.
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Brown, James Lovato and Kathy Russell. The University of Texas.