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Difference between revisions of "cpp/numeric/random/fisher f distribution"

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< cpp‎ | numeric‎ | random
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{{cpp/title|fisher_f_distribution}}
 
{{cpp/title|fisher_f_distribution}}
 
{{cpp/numeric/random/fisher_f_distribution/navbar}}
 
{{cpp/numeric/random/fisher_f_distribution/navbar}}
{{ddcl | header=random | notes={{mark since c++11}} | 1=
+
{{ddcl|header=random|since=c++11|1=
 
template< class RealType = double >
 
template< class RealType = double >
 
class fisher_f_distribution;
 
class fisher_f_distribution;
 
}}
 
}}
  
The {{tt|fisher_f_distribution}} class is a {{concept|RandomNumberDistribution}} that produces random numbers according to the [[enwiki:F-distribution|f-distribution]]:
+
Produces random numbers according to the {{enwiki|F-distribution}}:
  
:{{math|p(x;m,n) {{=}} {{mfrac|| Γ((m+n)/2) | Γ(m/2) Γ(n/2) }} (m/n){{su|p=m/2}} x{{su|p=(m/2)-1}} (1+{{mfrac||mx|n}}){{su|p=-(m+n)/2}}}}
+
:{{mathjax-or|1=\(P(x;m,n)=\frac{\Gamma{(\frac{m+n}{2})} }{\Gamma{(\frac{m}{2})}\Gamma{(\frac{n}{2})} }{(\frac{m}{n})}^{\frac{m}{2} }x^{\frac{m}{2}-1}{(1+\frac{m}{n}x)}^{-\frac{m+n}{2} }\)|2=P(x;m,n) = {{mfrac||Γ((m+n)/2)|Γ(m/2) Γ(n/2) }} (m/n){{su|p=m/2}} x{{su|p=(m/2)-1}} (1+{{mfrac||mx|n}}){{su|p=-(m+n)/2}}}}
  
{{math|m}} and {{math|n}} are the [[enwiki:degrees of freedom (statistics)|degrees of freedom]].
+
{{mathjax-or|\(\small m\)|m}} and {{mathjax-or|\(\small n\)|n}} are the {{enwiki|degrees of freedom (statistics)|degrees of freedom}}.
 +
 
 +
{{ttt|std::fisher_f_distribution}} satisfies all requirements of {{named req|RandomNumberDistribution}}.
 +
 
 +
===Template parameters===
 +
{{par begin}}
 +
{{cpp/numeric/random/param_list|RealType}}
 +
{{par end}}
  
 
===Member types===
 
===Member types===
 
{{dsc begin}}
 
{{dsc begin}}
{{dsc hitem | Member type | Definition}}
+
{{dsc hitem|Member type|Definition}}
{{dsc | {{tt|result_type}} | {{c|RealType}}}}
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{{dsc|{{tt|result_type}} {{mark c++11}}|{{co|RealType}}}}
{{dsc | {{tt|param_type}} | the type of the parameter set, unspecified}}
+
{{cpp/numeric/random/param_type}}
 
{{dsc end}}
 
{{dsc end}}
  
 
===Member functions===
 
===Member functions===
 
{{dsc begin}}
 
{{dsc begin}}
{{dsc inc | cpp/numeric/random/distribution/dsc constructor | fisher_f_distribution}}
+
{{dsc inc|cpp/numeric/random/distribution/dsc constructor|fisher_f_distribution}}
{{dsc inc | cpp/numeric/random/distribution/dsc reset | fisher_f_distribution}}
+
{{dsc inc|cpp/numeric/random/distribution/dsc reset|fisher_f_distribution}}
  
{{dsc h2 | Generation}}
+
{{dsc h2|Generation}}
{{dsc inc | cpp/numeric/random/distribution/dsc operator() | fisher_f_distribution}}
+
{{dsc inc|cpp/numeric/random/distribution/dsc operator()|fisher_f_distribution}}
  
{{dsc h2 | Characteristics}}
+
{{dsc h2|Characteristics}}
{{dsc inc | cpp/numeric/random/fisher_f_distribution/dsc param m}}
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{{dsc inc|cpp/numeric/random/distribution/dsc params|fisher_f_distribution}}
{{dsc inc | cpp/numeric/random/fisher_f_distribution/dsc param n}}
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{{dsc inc|cpp/numeric/random/distribution/dsc param|fisher_f_distribution}}
{{dsc inc | cpp/numeric/random/distribution/dsc param | fisher_f_distribution}}
+
{{dsc inc|cpp/numeric/random/distribution/dsc min|fisher_f_distribution}}
{{dsc inc | cpp/numeric/random/distribution/dsc min | fisher_f_distribution}}
+
{{dsc inc|cpp/numeric/random/distribution/dsc max|fisher_f_distribution}}
{{dsc inc | cpp/numeric/random/distribution/dsc max | fisher_f_distribution}}
+
 
{{dsc end}}
 
{{dsc end}}
  
 
===Non-member functions===
 
===Non-member functions===
 
{{dsc begin}}
 
{{dsc begin}}
{{dsc inc | cpp/numeric/random/distribution/dsc operator_cmp | fisher_f_distribution}}
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{{dsc inc|cpp/numeric/random/distribution/dsc operator_cmp|fisher_f_distribution}}
{{dsc inc | cpp/numeric/random/distribution/dsc operator_ltltgtgt | fisher_f_distribution}}
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{{dsc inc|cpp/numeric/random/distribution/dsc operator_ltltgtgt|fisher_f_distribution}}
 
{{dsc end}}
 
{{dsc end}}
  
 
===Example===
 
===Example===
 
{{example
 
{{example
| code=
+
|code=
  | output=
+
#include <algorithm>
 +
#include <cmath>
 +
#include <iomanip>
 +
#include <iostream>
 +
#include <map>
 +
#include <random>
 +
#include <vector>
 +
 
 +
{{cpp/numeric/draw_vbars}}
 +
 
 +
int main()
 +
{
 +
    std::random_device rd{};
 +
    std::mt19937 gen{rd()};
 +
 
 +
    auto fisher = [&gen](const float d1, const float d2)
 +
    {
 +
        std::fisher_f_distribution<float> d{d1 /* m */, d2 /* n */};
 +
 
 +
        const int norm = 1'00'00;
 +
        const float cutoff = 0.002f;
 +
 
 +
        std::map<int, int> hist{};
 +
        for (int n = 0; n != norm; ++n)
 +
            ++hist[std::round(d(gen))];
 +
 
 +
        std::vector<float> bars;
 +
        std::vector<int> indices;
 +
        for (auto const& [n, p] : hist)
 +
            if (float x = p * (1.0 / norm); cutoff < x)
 +
            {
 +
                bars.push_back(x);
 +
                indices.push_back(n);
 +
            }
 +
 
 +
        std::cout << "d₁ = " << d1 << ", d₂ = " << d2 << ":\n";
 +
        for (draw_vbars<4, 3>(bars); int n : indices)
 +
            std::cout << std::setw(2) << n << " ";
 +
        std::cout << "\n\n";
 +
    };
 +
 
 +
    fisher(/* d₁ = */ 1.0f, /* d₂ = */ 5.0f);
 +
    fisher(/* d₁ = */ 15.0f, /* d₂ = */ 10.f);
 +
    fisher(/* d₁ = */ 100.0f, /* d₂ = */ 3.0f);
 +
}
 +
|p=true
 +
|output=<nowiki/>
 +
d₁ = 1, d₂ = 5:
 +
███                                                    ┬ 0.4956
 +
███                                                    │
 +
███ ▇▇▇                                                │
 +
███ ███ ▇▇▇ ▄▄▄ ▂▂▂ ▂▂▂ ▁▁▁ ▁▁▁ ▁▁▁ ▁▁▁ ▁▁▁ ▁▁▁ ▁▁▁ ▁▁▁ ┴ 0.0021
 +
0  1  2  3  4  5  6  7  8  9  10  11  12  14
 +
 
 +
d₁ = 15, d₂ = 10:
 +
    ███                    ┬ 0.6252
 +
    ███                    │
 +
    ███ ▂▂▂                │
 +
▆▆▆ ███ ███ ▃▃▃ ▁▁▁ ▁▁▁ ▁▁▁ ┴ 0.0023
 +
0  1  2  3  4  5  6
 +
 
 +
d₁ = 100, d₂ = 3:
 +
    ███                                                            ┬ 0.4589
 +
    ███                                                            │
 +
▁▁▁ ███ ▅▅▅                                                        │
 +
███ ███ ███ ▆▆▆ ▃▃▃ ▂▂▂ ▂▂▂ ▁▁▁ ▁▁▁ ▁▁▁ ▁▁▁ ▁▁▁ ▁▁▁ ▁▁▁ ▁▁▁ ▁▁▁ ▁▁▁ ┴ 0.0021
 +
0  1  2  3  4  5  6  7  8  9  10  11  12  13  14  15  16
 +
 
 
}}
 
}}
  
 
===External links===
 
===External links===
[http://mathworld.wolfram.com/F-Distribution.html Weisstein, Eric W. "F-Distribution."] From MathWorld--A Wolfram Web Resource.
+
{{eli|[https://mathworld.wolfram.com/F-Distribution.html Weisstein, Eric W. "F-Distribution."] From MathWorld &mdash; A Wolfram Web Resource.}}
  
[[de:cpp/numeric/random/fisher f distribution]]
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{{langlinks|de|es|fr|it|ja|pt|ru|zh}}
[[es:cpp/numeric/random/fisher f distribution]]
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[[fr:cpp/numeric/random/fisher f distribution]]
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[[it:cpp/numeric/random/fisher f distribution]]
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[[ja:cpp/numeric/random/fisher f distribution]]
+
[[pt:cpp/numeric/random/fisher f distribution]]
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[[ru:cpp/numeric/random/fisher f distribution]]
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[[zh:cpp/numeric/random/fisher f distribution]]
+

Latest revision as of 10:47, 17 October 2023

 
 
 
 
 
Defined in header <random>
template< class RealType = double >
class fisher_f_distribution;
(since C++11)

Produces random numbers according to the F-distribution:

P(x;m,n) =
Γ((m+n)/2)
Γ(m/2) Γ(n/2)
(m/n)m/2 x(m/2)-1 (1+
mx
n
)-(m+n)/2

m and n are the degrees of freedom.

std::fisher_f_distribution satisfies all requirements of RandomNumberDistribution.

Contents

[edit] Template parameters

RealType - The result type generated by the generator. The effect is undefined if this is not one of float, double, or long double.

[edit] Member types

Member type Definition
result_type (C++11) RealType
param_type (C++11) the type of the parameter set, see RandomNumberDistribution.

[edit] Member functions

constructs new distribution
(public member function) [edit]
(C++11)
resets the internal state of the distribution
(public member function) [edit]
Generation
generates the next random number in the distribution
(public member function) [edit]
Characteristics
(C++11)
returns the distribution parameters
(public member function) [edit]
(C++11)
gets or sets the distribution parameter object
(public member function) [edit]
(C++11)
returns the minimum potentially generated value
(public member function) [edit]
(C++11)
returns the maximum potentially generated value
(public member function) [edit]

[edit] Non-member functions

(C++11)(C++11)(removed in C++20)
compares two distribution objects
(function) [edit]
performs stream input and output on pseudo-random number distribution
(function template) [edit]

[edit] Example

#include <algorithm>
#include <cmath>
#include <iomanip>
#include <iostream>
#include <map>
#include <random>
#include <vector>
 
template<int Height = 5, int BarWidth = 1, int Padding = 1, int Offset = 0, class Seq>
void draw_vbars(Seq&& s, const bool DrawMinMax = true)
{
    static_assert(0 < Height and 0 < BarWidth and 0 <= Padding and 0 <= Offset);
 
    auto cout_n = [](auto&& v, int n = 1)
    {
        while (n-- > 0)
            std::cout << v;
    };
 
    const auto [min, max] = std::minmax_element(std::cbegin(s), std::cend(s));
 
    std::vector<std::div_t> qr;
    for (typedef decltype(*std::cbegin(s)) V; V e : s)
        qr.push_back(std::div(std::lerp(V(0), 8 * Height,
                                        (e - *min) / (*max - *min)), 8));
 
    for (auto h{Height}; h-- > 0; cout_n('\n'))
    {
        cout_n(' ', Offset);
 
        for (auto dv : qr)
        {
            const auto q{dv.quot}, r{dv.rem};
            unsigned char d[]{0xe2, 0x96, 0x88, 0}; // Full Block: '█'
            q < h ? d[0] = ' ', d[1] = 0 : q == h ? d[2] -= (7 - r) : 0;
            cout_n(d, BarWidth), cout_n(' ', Padding);
        }
 
        if (DrawMinMax && Height > 1)
            Height - 1 == h ? std::cout << "┬ " << *max:
                          h ? std::cout << "│ "
                            : std::cout << "┴ " << *min;
    }
}
 
int main()
{
    std::random_device rd{};
    std::mt19937 gen{rd()};
 
    auto fisher = [&gen](const float d1, const float d2)
    {
        std::fisher_f_distribution<float> d{d1 /* m */, d2 /* n */};
 
        const int norm = 1'00'00;
        const float cutoff = 0.002f;
 
        std::map<int, int> hist{};
        for (int n = 0; n != norm; ++n)
            ++hist[std::round(d(gen))];
 
        std::vector<float> bars;
        std::vector<int> indices;
        for (auto const& [n, p] : hist)
            if (float x = p * (1.0 / norm); cutoff < x)
            {
                bars.push_back(x);
                indices.push_back(n);
            }
 
        std::cout << "d₁ = " << d1 << ", d₂ = " << d2 << ":\n";
        for (draw_vbars<4, 3>(bars); int n : indices)
            std::cout << std::setw(2) << n << "  ";
        std::cout << "\n\n";
    };
 
    fisher(/* d₁ = */ 1.0f, /* d₂ = */ 5.0f);
    fisher(/* d₁ = */ 15.0f, /* d₂ = */ 10.f);
    fisher(/* d₁ = */ 100.0f, /* d₂ = */ 3.0f);
}

Possible output:

d₁ = 1, d₂ = 5:
███                                                     ┬ 0.4956
███                                                     │
███ ▇▇▇                                                 │
███ ███ ▇▇▇ ▄▄▄ ▂▂▂ ▂▂▂ ▁▁▁ ▁▁▁ ▁▁▁ ▁▁▁ ▁▁▁ ▁▁▁ ▁▁▁ ▁▁▁ ┴ 0.0021
 0   1   2   3   4   5   6   7   8   9  10  11  12  14
 
d₁ = 15, d₂ = 10:
    ███                     ┬ 0.6252
    ███                     │
    ███ ▂▂▂                 │
▆▆▆ ███ ███ ▃▃▃ ▁▁▁ ▁▁▁ ▁▁▁ ┴ 0.0023
 0   1   2   3   4   5   6
 
d₁ = 100, d₂ = 3:
    ███                                                             ┬ 0.4589
    ███                                                             │
▁▁▁ ███ ▅▅▅                                                         │
███ ███ ███ ▆▆▆ ▃▃▃ ▂▂▂ ▂▂▂ ▁▁▁ ▁▁▁ ▁▁▁ ▁▁▁ ▁▁▁ ▁▁▁ ▁▁▁ ▁▁▁ ▁▁▁ ▁▁▁ ┴ 0.0021
 0   1   2   3   4   5   6   7   8   9  10  11  12  13  14  15  16

[edit] External links

Weisstein, Eric W. "F-Distribution." From MathWorld — A Wolfram Web Resource.