Package gmisclib :: Module ftest
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Module ftest

source code

Functions
 
fprob(dfnum, dfden, F)
Returns the (1-tailed) significance level (p-value) of an F statistic given the degrees of freedom for the numerator (dfR-dfF) and the degrees of freedom for the denominator (dfF).
source code
 
betai(a, b, x)
Returns the incomplete beta function:
source code
 
betacf(a, b, x)
This function evaluates the continued fraction form of the incomplete Beta function, betai.
source code
float
gammln(xx)
Returns the gamma function of xx.
source code
 
agammln(xx)
Returns the gamma function of xx.
source code
Variables
  __package__ = 'gmisclib'

Imports: math, N


Function Details

fprob(dfnum, dfden, F)

source code 

Returns the (1-tailed) significance level (p-value) of an F statistic given the degrees of freedom for the numerator (dfR-dfF) and the degrees of freedom for the denominator (dfF).

Usage: lfprob(dfnum, dfden, F) where usually dfnum=dfbn, dfden=dfwn

betai(a, b, x)

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Returns the incomplete beta function:


I-sub-x(a,b) = 1/B(a,b)*(Integral(0,x) of t^(a-1)(1-t)^(b-1) dt)

where a,b>0 and B(a,b) = G(a)*G(b)/(G(a+b)) where G(a) is the gamma function of a. The continued fraction formulation is implemented here, using the betacf function. (Adapted from: Numerical Recipies in C.)

Usage: lbetai(a,b,x)

betacf(a, b, x)

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This function evaluates the continued fraction form of the incomplete Beta function, betai. (Adapted from: Numerical Recipies in C.)

Usage: lbetacf(a,b,x)

gammln(xx)

source code 

Returns the gamma function of xx. Gamma(z) = Integral(0,infinity) of t^(z-1)exp(-t) dt. (Adapted from: Numerical Recipies in C.)

Parameters:
  • xx - float
Returns: float

agammln(xx)

source code 

Returns the gamma function of xx. Gamma(z) = Integral(0,infinity) of t^(z-1)exp(-t) dt. Adapted from: Numerical Recipies in C. Can handle multiple dims ... but probably doesn't normally have to.

Usage: agammln(xx)