diff --git a/src/Numerics/Distributions/FisherSnedecor.cs b/src/Numerics/Distributions/FisherSnedecor.cs
index 3d1e8627..cc0cfe17 100644
--- a/src/Numerics/Distributions/FisherSnedecor.cs
+++ b/src/Numerics/Distributions/FisherSnedecor.cs
@@ -35,7 +35,7 @@ using MathNet.Numerics.Properties;
namespace MathNet.Numerics.Distributions
{
///
- /// Continuous Univariate FisherSnedecor distribution.
+ /// Continuous Univariate F-distribution, also known as Fisher-Snedecor distribution.
/// For details about this distribution, see
/// Wikipedia - FisherSnedecor distribution.
///
@@ -83,17 +83,6 @@ namespace MathNet.Numerics.Distributions
return "FisherSnedecor(d1 = " + _freedom1 + ", d2 = " + _freedom2 + ")";
}
- ///
- /// Checks whether the parameters of the distribution are valid.
- ///
- /// The first degree of freedom (d1) of the distribution. Range: d1 > 0.
- /// The second degree of freedom (d2) of the distribution. Range: d2 > 0.
- /// true when the parameters are valid, false otherwise.
- static bool IsValidParameterSet(double d1, double d2)
- {
- return d1 > 0.0 && d2 > 0.0;
- }
-
///
/// Sets the parameters of the distribution after checking their validity.
///
@@ -102,7 +91,7 @@ namespace MathNet.Numerics.Distributions
/// When the parameters are out of range.
void SetParameters(double d1, double d2)
{
- if (Control.CheckDistributionParameters && !IsValidParameterSet(d1, d2))
+ if (d1 <= 0.0 || d2 <= 0.0 || Double.IsNaN(d1) || Double.IsNaN(d2))
{
throw new ArgumentOutOfRangeException(Resources.InvalidDistributionParameters);
}
@@ -247,6 +236,7 @@ namespace MathNet.Numerics.Distributions
///
/// The location at which to compute the density.
/// the density at .
+ ///
public double Density(double x)
{
return Math.Sqrt(Math.Pow(_freedom1*x, _freedom1)*Math.Pow(_freedom2, _freedom2)/Math.Pow((_freedom1*x) + _freedom2, _freedom1 + _freedom2))/(x*SpecialFunctions.Beta(_freedom1/2.0, _freedom2/2.0));
@@ -257,6 +247,7 @@ namespace MathNet.Numerics.Distributions
///
/// The location at which to compute the log density.
/// the log density at .
+ ///
public double DensityLn(double x)
{
return Math.Log(Density(x));
@@ -267,23 +258,12 @@ namespace MathNet.Numerics.Distributions
///
/// The location at which to compute the cumulative distribution function.
/// the cumulative distribution at location .
+ ///
public double CumulativeDistribution(double x)
{
return SpecialFunctions.BetaRegularized(_freedom1/2.0, _freedom2/2.0, _freedom1*x/((_freedom1*x) + _freedom2));
}
- ///
- /// Generates one sample from the FisherSnedecor distribution without parameter checking.
- ///
- /// The random number generator to use.
- /// The first degree of freedom (d1) of the distribution. Range: d1 > 0.
- /// The second degree of freedom (d2) of the distribution. Range: d2 > 0.
- /// a FisherSnedecor distributed random number.
- static double SampleUnchecked(System.Random rnd, double d1, double d2)
- {
- return (ChiSquared.Sample(rnd, d1)/d1)/(ChiSquared.Sample(rnd, d2)/d2);
- }
-
///
/// Generates a sample from the FisherSnedecor distribution.
///
@@ -305,6 +285,61 @@ namespace MathNet.Numerics.Distributions
}
}
+ ///
+ /// Generates one sample from the FisherSnedecor distribution without parameter checking.
+ ///
+ /// The random number generator to use.
+ /// The first degree of freedom (d1) of the distribution. Range: d1 > 0.
+ /// The second degree of freedom (d2) of the distribution. Range: d2 > 0.
+ /// a FisherSnedecor distributed random number.
+ static double SampleUnchecked(System.Random rnd, double d1, double d2)
+ {
+ return (ChiSquared.Sample(rnd, d1) / d1) / (ChiSquared.Sample(rnd, d2) / d2);
+ }
+
+ ///
+ /// Computes the probability density of the distribution (PDF) at x, i.e. ∂P(X ≤ x)/∂x.
+ ///
+ /// The first degree of freedom (d1) of the distribution. Range: d1 > 0.
+ /// The second degree of freedom (d2) of the distribution. Range: d2 > 0.
+ /// The location at which to compute the density.
+ /// the density at .
+ ///
+ public static double PDF(double d1, double d2, double x)
+ {
+ if (d1 <= 0.0 || d2 <= 0.0) throw new ArgumentOutOfRangeException(Resources.InvalidDistributionParameters);
+
+ return Math.Sqrt(Math.Pow(d1*x, d1)*Math.Pow(d2, d2)/Math.Pow((d1*x) + d2, d1 + d2))/(x*SpecialFunctions.Beta(d1/2.0, d2/2.0));
+ }
+
+ ///
+ /// Computes the log probability density of the distribution (lnPDF) at x, i.e. ln(∂P(X ≤ x)/∂x).
+ ///
+ /// The first degree of freedom (d1) of the distribution. Range: d1 > 0.
+ /// The second degree of freedom (d2) of the distribution. Range: d2 > 0.
+ /// The location at which to compute the density.
+ /// the log density at .
+ ///
+ public static double PDFLn(double d1, double d2, double x)
+ {
+ return Math.Log(PDF(d1, d2, x));
+ }
+
+ ///
+ /// Computes the cumulative distribution (CDF) of the distribution at x, i.e. P(X ≤ x).
+ ///
+ /// The location at which to compute the cumulative distribution function.
+ /// The first degree of freedom (d1) of the distribution. Range: d1 > 0.
+ /// The second degree of freedom (d2) of the distribution. Range: d2 > 0.
+ /// the cumulative distribution at location .
+ ///
+ public static double CDF(double d1, double d2, double x)
+ {
+ if (d1 <= 0.0 || d2 <= 0.0) throw new ArgumentOutOfRangeException(Resources.InvalidDistributionParameters);
+
+ return SpecialFunctions.BetaRegularized(d1/2.0, d2/2.0, d1*x/((d1*x) + d2));
+ }
+
///
/// Generates a sample from the distribution.
///
@@ -314,10 +349,7 @@ namespace MathNet.Numerics.Distributions
/// a sample from the distribution.
public static double Sample(System.Random rnd, double d1, double d2)
{
- if (Control.CheckDistributionParameters && !IsValidParameterSet(d1, d2))
- {
- throw new ArgumentOutOfRangeException(Resources.InvalidDistributionParameters);
- }
+ if (d1 <= 0.0 || d2 <= 0.0) throw new ArgumentOutOfRangeException(Resources.InvalidDistributionParameters);
return SampleUnchecked(rnd, d1, d2);
}
@@ -331,10 +363,7 @@ namespace MathNet.Numerics.Distributions
/// a sequence of samples from the distribution.
public static IEnumerable Samples(System.Random rnd, double d1, double d2)
{
- if (Control.CheckDistributionParameters && !IsValidParameterSet(d1, d2))
- {
- throw new ArgumentOutOfRangeException(Resources.InvalidDistributionParameters);
- }
+ if (d1 <= 0.0 || d2 <= 0.0) throw new ArgumentOutOfRangeException(Resources.InvalidDistributionParameters);
while (true)
{
diff --git a/src/UnitTests/DistributionTests/Continuous/FisherSnedecorTests.cs b/src/UnitTests/DistributionTests/Continuous/FisherSnedecorTests.cs
index a83410e9..767e6f80 100644
--- a/src/UnitTests/DistributionTests/Continuous/FisherSnedecorTests.cs
+++ b/src/UnitTests/DistributionTests/Continuous/FisherSnedecorTests.cs
@@ -361,7 +361,9 @@ namespace MathNet.Numerics.UnitTests.DistributionTests.Continuous
public void ValidateDensity(double d1, double d2, double x)
{
var n = new FisherSnedecor(d1, d2);
- Assert.AreEqual(Math.Sqrt(Math.Pow(d1 * x, d1) * Math.Pow(d2, d2) / Math.Pow((d1 * x) + d2, d1 + d2)) / (x * SpecialFunctions.Beta(d1 / 2.0, d2 / 2.0)), n.Density(x));
+ double expected = Math.Sqrt(Math.Pow(d1*x, d1)*Math.Pow(d2, d2)/Math.Pow((d1*x) + d2, d1 + d2))/(x*SpecialFunctions.Beta(d1/2.0, d2/2.0));
+ Assert.AreEqual(expected, n.Density(x));
+ Assert.AreEqual(expected, FisherSnedecor.PDF(d1, d2, x));
}
///
@@ -397,7 +399,9 @@ namespace MathNet.Numerics.UnitTests.DistributionTests.Continuous
public void ValidateDensityLn(double d1, double d2, double x)
{
var n = new FisherSnedecor(d1, d2);
- Assert.AreEqual(Math.Log(n.Density(x)), n.DensityLn(x));
+ double expected = Math.Log(Math.Sqrt(Math.Pow(d1*x, d1)*Math.Pow(d2, d2)/Math.Pow((d1*x) + d2, d1 + d2))/(x*SpecialFunctions.Beta(d1/2.0, d2/2.0)));
+ Assert.AreEqual(expected, n.DensityLn(x));
+ Assert.AreEqual(expected, FisherSnedecor.PDFLn(d1, d2, x));
}
///
@@ -442,7 +446,9 @@ namespace MathNet.Numerics.UnitTests.DistributionTests.Continuous
public void ValidateCumulativeDistribution(double d1, double d2, double x)
{
var n = new FisherSnedecor(d1, d2);
- Assert.AreEqual(SpecialFunctions.BetaRegularized(d1 / 2.0, d2 / 2.0, d1 * x / (d2 + (x * d1))), n.CumulativeDistribution(x));
+ double expected = SpecialFunctions.BetaRegularized(d1/2.0, d2/2.0, d1*x/(d2 + (x*d1)));
+ Assert.AreEqual(expected, n.CumulativeDistribution(x));
+ Assert.AreEqual(expected, FisherSnedecor.CDF(d1, d2, x));
}
}
}