NAME¶

std::fisher_f_distribution - std::fisher_f_distribution

Synopsis¶

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

Produces random numbers according to the f-distribution:

\(P(x;m,n)=\frac{\Gamma{(\frac{m+n}{2})}
}{\Gamma{(\frac{m}{2})}\Gamma{(\frac{n}{2})} }{(\frac{m}{n})}^{\frac{m}{2}
}x^{\frac{m}{2}-1}{(1+\frac{m}{n}x)}^{-\frac{m+n}{2} }\)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

\(\small m\)m and \(\small n\)n are the degrees of freedom.

std::fisher_f_distribution satisfies all requirements of RandomNumberDistribution.

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.

Member types¶

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

Member functions¶

constructor constructs new distribution
(C++11) (public member function)
reset resets the internal state of the distribution
(C++11) (public member function)

Generation¶

operator() generates the next random number in the distribution
(C++11) (public member function)

Characteristics¶

m returns the distribution parameters
n (public member function)
param gets or sets the distribution parameter object
(C++11) (public member function)
min returns the minimum potentially generated value
(C++11) (public member function)
max returns the maximum potentially generated value
(C++11) (public member function)

Non-member functions¶

operator==
operator!= compares two distribution objects
(C++11) (function)
(C++11)(removed in C++20)
operator<< performs stream input and output on pseudo-random number
operator>> distribution
(C++11) (function template)

Example¶

// Run this code

#include <random>
#include <iomanip>
#include <map>
#include <algorithm>
#include <iostream>
#include <vector>
#include <cmath>

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((Height > 0) && (BarWidth > 0) && (Padding >= 0) && (Offset >= 0));
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(*cbegin(s)) V; V e : s)
qr.push_back(std::div(std::lerp(V(0), Height*8, (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";
draw_vbars<4,3>(bars);
for (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

External links¶

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