cppannotations/yo/stl/fisherf.yo
2010-12-19 11:13:11 +00:00

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The ti(fisher_f_distribution<RealType = double>) is intensively used in
statistical methods like the Analysis of Variance. It is the distribution
resulting from dividing two em(Chi-squared) distributions.
It is characterized by two parameters, being the degrees of freedom of the two
chi-squared distributions.
Note that even though the distribution's parameter tt(n) usually is an
integral value, it doesn't have to be integral, as the Fisher F distribution
is constructed from Chi-squared distributions that accept a non-integral
parameter value (see also section ref(CHISQUARED)).
Defined types:
verb(
typedef RealType result_type;
struct param_type
{
explicit param_type(RealType m = RealType(1),
RealType n = RealType(1));
RealType m() const; // The degrees of freedom of the nominator
RealType n() const; // The degrees of freedom of the denominator
};
)
Constructors and members:
itemization(
itt(fisher_f_distribution<>(RealType m = RealType(1),
RealType n = RealType(1)))
constructs a fisher_f distribution with specified degrees of freedom.
itt(fisher_f_distribution<>(param_type const &param))
constructs a fisher_f distribution according to the values stored in
the tt(param) struct.
itt(RealType m() const)nl()
returns the degrees of freedom of the nominator;
itt(RealType n() const)nl()
returns the degrees of freedom of the denominator;
itt(result_type min() const)nl()
returns 0;
itt(result_type max() const)nl()
returns the maximum value of tt(result_type);
)