CDF
The CDF object contains methods for computing 'F(x)', the Cumulative Distribution Functions 'CDF's for popular distributions: Uniform Exponential Weibel Empirical StandardNormal StudentT ChiSquare Fisher For a given CDF 'F' with argument 'x', compute 'p = F(x)'.
Attributes
- Graph
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- Supertypes
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class Objecttrait Matchableclass Any
- Self type
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CDF.type
Members list
Value members
Concrete methods
Compute the Cumulative Distribution Function (CDF) 'F(x)' for the Standard Normal distribution using the Hart function. Recoded in Scala from C code
Compute the Cumulative Distribution Function (CDF) 'F(x)' for the Standard Normal distribution using the Hart function. Recoded in Scala from C code
Value parameters
- x
-
the x coordinate, argument to F(x)
Attributes
- See also
-
stackoverflow.com/questions/2328258/cumulative-normal-distribution-function-in-c-c which was recoded from VB code.
Compute the Cumulative Distribution Function (CDF) for the Normal distribution.
Compute the Cumulative Distribution Function (CDF) for the Normal distribution.
Value parameters
- pr
-
parameters for the mean and standard deviation
- x
-
the x coordinate, argument to F(x)
Attributes
Build an empirical CDF from input data vector 'x'. Ex: x = (2, 1, 2, 3, 2) -> cdf = ((1, .2), (2, .8), (3, 1.))
Build an empirical CDF from input data vector 'x'. Ex: x = (2, 1, 2, 3, 2) -> cdf = ((1, .2), (2, .8), (3, 1.))
Value parameters
- x
-
the input data vector
Attributes
Compute the Cumulative Distribution Function (CDF) for the ChiSquare distribution by numerically integrating the ChiSquare probability density function (pdf). See Variate.scala.
Compute the Cumulative Distribution Function (CDF) for the ChiSquare distribution by numerically integrating the ChiSquare probability density function (pdf). See Variate.scala.
Value parameters
- df
-
the degrees of freedom
- x
-
the x coordinate, argument to F(x)
Attributes
Compute the Cumulative Distribution Function (CDF) for the ChiSquare distribution.
Compute the Cumulative Distribution Function (CDF) for the ChiSquare distribution.
Value parameters
- df
-
parameter for the degrees of freedom
- x
-
the x coordinate, argument to F(x)
Attributes
Compute the Cumulative Distribution Function 'CDF' 'F(x)' for the Empirical distribution 'eCDF'.
Compute the Cumulative Distribution Function 'CDF' 'F(x)' for the Empirical distribution 'eCDF'.
Value parameters
- eCDF
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the Empirical CDF
- x
-
the x coordinate, argument to F(x)
Attributes
Compute the Cumulative Distribution Function 'CDF' 'F(x)' for the Exponential distribution.
Compute the Cumulative Distribution Function 'CDF' 'F(x)' for the Exponential distribution.
Value parameters
- x
-
the x coordinate, argument to F(x)
- λ
-
the rate parameter
Attributes
Compute the Cumulative Distribution Function 'CDF' 'F(x)' for the Exponential distribution.
Compute the Cumulative Distribution Function 'CDF' 'F(x)' for the Exponential distribution.
Value parameters
- parm
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parameter giving the rate
- x
-
the x coordinate, argument to F(x)
Attributes
Compute the Cumulative Distribution Function (CDF) for the Fisher (F) distribution using beta functions.
Compute the Cumulative Distribution Function (CDF) for the Fisher (F) distribution using beta functions.
Value parameters
- df1
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the degrees of freedom 1 (numerator)
- df2
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the degrees of freedom 2 (denominator)
- x
-
the x coordinate, argument to F(x)
Attributes
Compute the Cumulative Distribution Function (CDF) for the Fisher (F) distribution using beta functions.
Compute the Cumulative Distribution Function (CDF) for the Fisher (F) distribution using beta functions.
Value parameters
- df
-
the pair of degrees of freedom ('df1', 'df2')
- x
-
the x coordinate, argument to F(x)
Attributes
Compute the Cumulative Distribution Function (CDF) for the Fisher (F) distribution using beta functions.
Compute the Cumulative Distribution Function (CDF) for the Fisher (F) distribution using beta functions.
Value parameters
- df
-
parameters for degrees of freedom numerator and denominator
- x
-
the x coordinate, argument to F(x)
Attributes
Compute the Cumulative Distribution Function (CDF) for "Noncentral t" distribution.
Compute the Cumulative Distribution Function (CDF) for "Noncentral t" distribution.
Value parameters
- df
-
the degrees of freedom (must be > 0.0)
- mu
-
the noncentrality parameter (or mean)
- x
-
the x coordinate, argument to F(x)
Attributes
- See also
Compute the Cumulative Distribution Function 'CDF' 'F(x)' for the Standard Normal distribution using the Hart function. Recoded in Scala from Java code. Apache license given above.
Compute the Cumulative Distribution Function 'CDF' 'F(x)' for the Standard Normal distribution using the Hart function. Recoded in Scala from Java code. Apache license given above.
Value parameters
- x
-
the x coordinate, argument to F(x)
Attributes
- See also
Compute the Cumulative Distribution Function (CDF) for the Normal distribution.
Compute the Cumulative Distribution Function (CDF) for the Normal distribution.
Value parameters
- pr
-
parameters for the mean and standard deviation
- x
-
the x coordinate, argument to F(x)
Attributes
Compute the Cumulative Distribution Function (CDF) for "Student's t" distribution.
Compute the Cumulative Distribution Function (CDF) for "Student's t" distribution.
Value parameters
- df
-
the degrees of freedom (must be > 0.0)
- x
-
the x coordinate, argument to F(x)
Attributes
- See also
-
[JKB 1995] Johnson, Kotz & Balakrishnan "Continuous Univariate Distributions" (Volume 2) (2nd Edition) (Chapter 28) (1995)
Compute the Cumulative Distribution Function (CDF) for "Student's t" distribution.
Compute the Cumulative Distribution Function (CDF) for "Student's t" distribution.
Value parameters
- pr
-
parameter for the degrees of freedom
- x
-
the x coordinate, argument to F(x)
Attributes
Test the given CDF with name 'cdf'
Test the given CDF with name 'cdf'
Value parameters
- cdf
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the name of the CDF to test
Attributes
Test the given CDF 'ff' over a range of 'x' values for the given parameters, e.g., degrees of freedom 'df'.
Test the given CDF 'ff' over a range of 'x' values for the given parameters, e.g., degrees of freedom 'df'.
Value parameters
- ff
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the CDF F(.)
- name
-
the name of CDF F(.)
- pr
-
parameters for the distribution, e.g., the degrees of freedom
- x_max
-
the maximum of value of x to test
- x_min
-
the minimum of value of x to test
Attributes
Test the difference CDF 'ff1' and 'ff2' over a range of 'x' values for the given parameters. e.g., degrees of freedom 'df'.
Test the difference CDF 'ff1' and 'ff2' over a range of 'x' values for the given parameters. e.g., degrees of freedom 'df'.
Value parameters
- ff
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the CDF F(.)
- name
-
the name of CDF F(.)
- pr
-
parameters for the distribution, e.g., the degrees of freedom
- x_max
-
the maximum of value of x to test
- x_min
-
the minimum of value of x to test
Attributes
Compute the Cumulative Distribution Function 'CDF' 'F(x)' for the Uniform distribution.
Compute the Cumulative Distribution Function 'CDF' 'F(x)' for the Uniform distribution.
Value parameters
- a
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the lower end-point of the uniform distribution
- b
-
the upper end-point of the uniform distribution
- x
-
the x coordinate, argument to F(x)
Attributes
Compute the Cumulative Distribution Function 'CDF' 'F(x)' for the Uniform distribution.
Compute the Cumulative Distribution Function 'CDF' 'F(x)' for the Uniform distribution.
Value parameters
- pr
-
parameters giving the end-points of the uniform distribution
- x
-
the x coordinate, argument to F(x)
Attributes
Compute the Cumulative Distribution Function 'CDF' 'F(x)' for the Weibull distribution.
Compute the Cumulative Distribution Function 'CDF' 'F(x)' for the Weibull distribution.
Value parameters
- x
-
the x coordinate, argument to F(x)
- α
-
the shape parameter
- β
-
the scale parameter
Attributes
Compute the Cumulative Distribution Function 'CDF' 'F(x)' for the Weibull distribution.
Compute the Cumulative Distribution Function 'CDF' 'F(x)' for the Weibull distribution.
Value parameters
- parm
-
parameters giving the shape and scale
- x
-
the x coordinate, argument to F(x)