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https://issues.apache.org/jira/browse/MATH-330?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Mikkel Meyer Andersen updated MATH-330:
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Attachment: patchfile
Implementation
> F-distribution: add density-function (through HasDensity<Double>-interface)
> ---------------------------------------------------------------------------
>
> Key: MATH-330
> URL: https://issues.apache.org/jira/browse/MATH-330
> Project: Commons Math
> Issue Type: Improvement
> Reporter: Mikkel Meyer Andersen
> Priority: Minor
> Attachments: patchfile
>
> Original Estimate: 1h
> Remaining Estimate: 1h
>
> I've added the density function for the F-distribution.
> Tested from R with:
> > df(1, 1, 1)
> [1] 0.1591549
> > df(1, 5, 2)
> [1] 0.3080008
> > df(1, 100, 1)
> [1] 0.2407659
> > df(1, 50, 200)
> [1] 1.777891
> The result with this new density-function:
> FDistributionImpl F1 = new FDistributionImpl(1, 1);
> FDistributionImpl F2 = new FDistributionImpl(5, 2);
> FDistributionImpl F3 = new FDistributionImpl(100, 1);
> FDistributionImpl F4 = new FDistributionImpl(50, 200);
> F1.density(1.0); // gives 0.1591549430918953
> F2.density(1.0); // gives 0.308000821694066
> F3.density(1.0); // gives 0.2407658969285279
> F4.density(1.0); // gives 1.7778909151036544
> Some numeric instability may occur because it's the log density that's
> calculated, and then the result is the exponential function applied to this
> result.
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