breeze.stats.distributions.FDistribution.scala Maven / Gradle / Ivy
package breeze.stats
package distributions
/*
Copyright 2009 David Hall, Daniel Ramage
Licensed under the Apache License, Version 2.0 (the "License")
you may not use this file except in compliance with the License.
You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.
*/
import math.log
import org.apache.commons.math3.distribution.{FDistribution => ApacheFDistribution, RealDistribution => ApacheRealDistribution}
/**
* The F-distribution - ratio of two scaled chi^2 variables
*
* @author stucchio
*/
class FDistribution(numeratorDegreesOfFreedom: Double, denominatorDegreesOfFreedom: Double) extends ApacheContinuousDistribution /* with Moments[Double,Double] */ {
//Moments not implemented cause I can't find the entropy of it
protected final val inner = new ApacheFDistribution(numeratorDegreesOfFreedom, denominatorDegreesOfFreedom)
def mode = ((numeratorDegreesOfFreedom-2)/numeratorDegreesOfFreedom)*(denominatorDegreesOfFreedom/(denominatorDegreesOfFreedom+2))
}
object FDistribution extends ContinuousDistributionUFuncProvider[Double,FDistribution]