Module « scipy.special »

Fonction ncfdtridfd - module scipy.special

Signature de la fonction ncfdtridfd

Description

ncfdtridfd.__doc__

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

ncfdtridfd(dfn, p, nc, f)

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

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

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

Returns
-------
dfd : float
    Degrees of freedom of the denominator sum of squares.

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

Compute the CDF for several values of `dfd`:

>>> dfd = [1, 2, 3]
>>> p = ncfdtr(2, dfd, 0.25, 15)
>>> p
array([ 0.8097138 ,  0.93020416,  0.96787852])

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

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