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