Module « scipy.special »

Fonction ncfdtridfn - module scipy.special

Signature de la fonction ncfdtridfn

Description

ncfdtridfn.__doc__

ncfdtridfn(x1, x2, x3, x4, /, out=None, *, where=True, casting='same_kind', order='K', dtype=None, subok=True[, signature, extobj])

ncfdtridfn(p, dfd, nc, f)

Calculate degrees of freedom (numerator) for the noncentral F-distribution.

This is the inverse with respect to `dfn` of `ncfdtr`.
See `ncfdtr` for more details.

Parameters
----------
p : array_like
    Value of the cumulative distribution function. Must be in the
    range [0, 1].
dfd : array_like
    Degrees of freedom of the denominator sum of squares. Range (0, inf).
nc : array_like
    Noncentrality parameter.  Should be in range (0, 1e4).
f : float
    Quantiles, i.e., the upper limit of integration.

Returns
-------
dfn : float
    Degrees of freedom of the numerator sum of squares.

See Also
--------
ncfdtr : CDF of the non-central F distribution.
ncfdtri : Quantile function; inverse of `ncfdtr` with respect to `f`.
ncfdtridfd : Inverse of `ncfdtr` with respect to `dfd`.
ncfdtrinc : Inverse of `ncfdtr` with respect to `nc`.

Notes
-----
The value of the cumulative noncentral F distribution is not necessarily
monotone in either degrees of freedom. There thus may be two values that
provide a given CDF value. This routine assumes monotonicity and will
find an arbitrary one of the two values.

Examples
--------
>>> from scipy.special import ncfdtr, ncfdtridfn

Compute the CDF for several values of `dfn`:

>>> dfn = [1, 2, 3]
>>> p = ncfdtr(dfn, 2, 0.25, 15)
>>> p
array([ 0.92562363,  0.93020416,  0.93188394])

Compute the inverse. We recover the values of `dfn`, as expected:

>>> ncfdtridfn(p, 2, 0.25, 15)
array([ 1.,  2.,  3.])