time-to-botec

Benchmark sampling in different programming languages
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README.md (5473B)


      1 <!--
      2 
      3 @license Apache-2.0
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      5 Copyright (c) 2018 The Stdlib Authors.
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      7 Licensed under the Apache License, Version 2.0 (the "License");
      8 you may not use this file except in compliance with the License.
      9 You may obtain a copy of the License at
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     11    http://www.apache.org/licenses/LICENSE-2.0
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     13 Unless required by applicable law or agreed to in writing, software
     14 distributed under the License is distributed on an "AS IS" BASIS,
     15 WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
     16 See the License for the specific language governing permissions and
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     19 -->
     20 
     21 # Fisher's F
     22 
     23 > F distribution constructor.
     24 
     25 <!-- Section to include introductory text. Make sure to keep an empty line after the intro `section` element and another before the `/section` close. -->
     26 
     27 <section class="intro">
     28 
     29 </section>
     30 
     31 <!-- /.intro -->
     32 
     33 <!-- Package usage documentation. -->
     34 
     35 <section class="usage">
     36 
     37 ## Usage
     38 
     39 ```javascript
     40 var F = require( '@stdlib/stats/base/dists/f/ctor' );
     41 ```
     42 
     43 #### F( \[d1, d2] )
     44 
     45 Returns a [F][f-distribution] distribution object.
     46 
     47 ```javascript
     48 var f = new F();
     49 
     50 var mu = f.mean;
     51 // returns NaN
     52 ```
     53 
     54 By default, `d1 = 1.0` and `d2 = 1.0`. To create a distribution having a different `d1` (numerator degrees of freedom) and `d2` (denominator degrees of freedom), provide the corresponding arguments.
     55 
     56 ```javascript
     57 var f = new F( 2.0, 4.0 );
     58 
     59 var mu = f.mean;
     60 // returns 2.0
     61 ```
     62 
     63 * * *
     64 
     65 ## f
     66 
     67 A [F][f-distribution] distribution object has the following properties and methods...
     68 
     69 ### Writable Properties
     70 
     71 #### f.d1
     72 
     73 Numerator degrees of freedom of the distribution. `d1` **must** be a positive number.
     74 
     75 ```javascript
     76 var f = new F();
     77 
     78 var d1 = f.d1;
     79 // returns 1.0
     80 
     81 f.d1 = 3.0;
     82 
     83 d1 = f.d1;
     84 // returns 3.0
     85 ```
     86 
     87 #### f.d2
     88 
     89 Denominator degrees of freedom of the distribution. `d2` **must** be a positive number.
     90 
     91 ```javascript
     92 var f = new F( 2.0, 4.0 );
     93 
     94 var d2 = f.d2;
     95 // returns 4.0
     96 
     97 f.d2 = 3.0;
     98 
     99 d2 = f.d2;
    100 // returns 3.0
    101 ```
    102 
    103 * * *
    104 
    105 ### Computed Properties
    106 
    107 #### F.prototype.entropy
    108 
    109 Returns the [differential entropy][entropy].
    110 
    111 ```javascript
    112 var f = new F( 4.0, 12.0 );
    113 
    114 var entropy = f.entropy;
    115 // returns ~1.12
    116 ```
    117 
    118 #### F.prototype.kurtosis
    119 
    120 Returns the [excess kurtosis][kurtosis].
    121 
    122 ```javascript
    123 var f = new F( 4.0, 12.0 );
    124 
    125 var kurtosis = f.kurtosis;
    126 // returns ~26.143
    127 ```
    128 
    129 #### F.prototype.mean
    130 
    131 Returns the [expected value][expected-value].
    132 
    133 ```javascript
    134 var f = new F( 4.0, 12.0 );
    135 
    136 var mu = f.mean;
    137 // returns 1.2
    138 ```
    139 
    140 #### F.prototype.mode
    141 
    142 Returns the [mode][mode].
    143 
    144 ```javascript
    145 var f = new F( 4.0, 12.0 );
    146 
    147 var mode = f.mode;
    148 // returns ~0.429
    149 ```
    150 
    151 #### F.prototype.skewness
    152 
    153 Returns the [skewness][skewness].
    154 
    155 ```javascript
    156 var f = new F( 4.0, 12.0 );
    157 
    158 var skewness = f.skewness;
    159 // returns ~3.207
    160 ```
    161 
    162 #### F.prototype.stdev
    163 
    164 Returns the [standard deviation][standard-deviation].
    165 
    166 ```javascript
    167 var f = new F( 4.0, 12.0 );
    168 
    169 var s = f.stdev;
    170 // returns ~1.122
    171 ```
    172 
    173 #### F.prototype.variance
    174 
    175 Returns the [variance][variance].
    176 
    177 ```javascript
    178 var f = new F( 4.0, 12.0 );
    179 
    180 var s2 = f.variance;
    181 // returns 1.26
    182 ```
    183 
    184 * * *
    185 
    186 ### Methods
    187 
    188 #### F.prototype.cdf( x )
    189 
    190 Evaluates the [cumulative distribution function][cdf] (CDF).
    191 
    192 ```javascript
    193 var f = new F( 2.0, 4.0 );
    194 
    195 var y = f.cdf( 0.5 );
    196 // returns ~0.36
    197 ```
    198 
    199 #### F.prototype.pdf( x )
    200 
    201 Evaluates the [probability density function][pdf] (PDF).
    202 
    203 ```javascript
    204 var f = new F( 2.0, 4.0 );
    205 
    206 var y = f.pdf( 0.8 );
    207 // returns ~0.364
    208 ```
    209 
    210 #### F.prototype.quantile( p )
    211 
    212 Evaluates the [quantile function][quantile-function] at probability `p`.
    213 
    214 ```javascript
    215 var f = new F( 2.0, 4.0 );
    216 
    217 var y = f.quantile( 0.5 );
    218 // returns ~0.828
    219 
    220 y = f.quantile( 1.9 );
    221 // returns NaN
    222 ```
    223 
    224 </section>
    225 
    226 <!-- /.usage -->
    227 
    228 <!-- Package usage notes. Make sure to keep an empty line after the `section` element and another before the `/section` close. -->
    229 
    230 <section class="notes">
    231 
    232 </section>
    233 
    234 <!-- /.notes -->
    235 
    236 <!-- Package usage examples. -->
    237 
    238 * * *
    239 
    240 <section class="examples">
    241 
    242 ## Examples
    243 
    244 <!-- eslint no-undef: "error" -->
    245 
    246 ```javascript
    247 var F = require( '@stdlib/stats/base/dists/f/ctor' );
    248 
    249 var f = new F( 3.0, 5.0 );
    250 
    251 var mu = f.mean;
    252 // returns ~1.667
    253 
    254 var mode = f.mode;
    255 // returns ~0.238
    256 
    257 var s2 = f.variance;
    258 // returns ~11.111
    259 
    260 var y = f.cdf( 0.8 );
    261 // returns ~0.455
    262 ```
    263 
    264 </section>
    265 
    266 <!-- /.examples -->
    267 
    268 <!-- Section to include cited references. If references are included, add a horizontal rule *before* the section. Make sure to keep an empty line after the `section` element and another before the `/section` close. -->
    269 
    270 <section class="references">
    271 
    272 </section>
    273 
    274 <!-- /.references -->
    275 
    276 <!-- Section for all links. Make sure to keep an empty line after the `section` element and another before the `/section` close. -->
    277 
    278 <section class="links">
    279 
    280 [f-distribution]: https://en.wikipedia.org/wiki/F_distribution
    281 
    282 [cdf]: https://en.wikipedia.org/wiki/Cumulative_distribution_function
    283 
    284 [pdf]: https://en.wikipedia.org/wiki/Probability_density_function
    285 
    286 [quantile-function]: https://en.wikipedia.org/wiki/Quantile_function
    287 
    288 [entropy]: https://en.wikipedia.org/wiki/Entropy_%28information_theory%29
    289 
    290 [expected-value]: https://en.wikipedia.org/wiki/Expected_value
    291 
    292 [kurtosis]: https://en.wikipedia.org/wiki/Kurtosis
    293 
    294 [mode]: https://en.wikipedia.org/wiki/Mode_%28statistics%29
    295 
    296 [skewness]: https://en.wikipedia.org/wiki/Skewness
    297 
    298 [standard-deviation]: https://en.wikipedia.org/wiki/Standard_deviation
    299 
    300 [variance]: https://en.wikipedia.org/wiki/Variance
    301 
    302 </section>
    303 
    304 <!-- /.links -->