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module Distribution
module F
module GSL_
class << self
def pdf(x, k1, k2)
GSL::Ran.fdist_pdf(x.to_f, k1, k2)
end
# F cumulative distribution function (cdf).
#
# Returns the integral of F-distribution
# with k1 and k2 degrees of freedom
# over [0, x].
# Distribution::F.cdf(20,3,2)
#
def cdf(x, k1, k2)
GSL::Cdf.fdist_P(x.to_f.to_f, k1, k2)
end
# Return the P-value of the corresponding integral with
# k degrees of freedom
#
# Distribution::F.p_value(0.95,1,2)
def quantile(pr, k1, k2)
GSL::Cdf.fdist_Pinv(pr.to_f, k1, k2)
end
alias_method :p_value, :quantile
end
end
end
end
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