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Some of these functions, specifically f_value(), fprob(), betai(), and betacf(), are taken from stats.py "A collection of basic statistical functions for python." by Gary Strangman. They are copyright 1999-2007 Gary Strangman; All Rights Reserved and released under the MIT license.
The rest is copyright Greg Kochanski 2009.
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Imports: math
Function Details |
Returns an F-statistic given the following:
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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 |
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>=0,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 Recipes in C.) Usage: betai(a,b,x) |
This function evaluates the continued fraction form of the incomplete Beta function, betai. (Adapted from: Numerical Recipes in C.) Usage: betacf(a,b,x) |
Returns the gamma function of xx. Gamma(z) = Integral(0,infinity) of t^(z-1)exp(-t) dt. (Adapted from: Numerical Recipies in C. via code Copyright (c) 1999-2000 Gary Strangman and released under the LGPL.) |
Lower tail quantile for standard normal distribution function. This function returns an approximation of the inverse cumulative standard normal distribution function. I.e., given P, it returns an approximation to the X satisfying P = Pr{Z <= X} where Z is a random variable from the standard normal distribution. The algorithm uses a minimax approximation by rational functions and the result has a relative error whose absolute value is less than 1.15e-9.
Author: Peter John Acklam Notes:
See Also: http://home.online.no/~pjacklam |
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