Module: Distribution::T::GSL_

Defined in:
lib/distribution/t/gsl.rb

Class Method Summary collapse

Class Method Details

.cdf(x, k) ⇒ Object

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)


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# File 'lib/distribution/t/gsl.rb', line 16

def cdf(x, k)
  GSL::Cdf.tdist_P(x.to_f, k)
end

.pdf(x, k) ⇒ Object


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# File 'lib/distribution/t/gsl.rb', line 5

def pdf(x, k)
  GSL::Ran.tdist_pdf(x, k)
end

.quantile(pr, k) ⇒ Object Also known as: p_value

Return the P-value of the corresponding integral with k degrees of freedom

Distribution::F.p_value(0.95,1,2)


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# File 'lib/distribution/t/gsl.rb', line 24

def quantile(pr, k)
  GSL::Cdf.tdist_Pinv(pr, k)
end