F: The (scaled) F Distribution

In shrinkem: Approximate Bayesian Regularization for Parsimonious Estimates

The (scaled) F Distribution

Description

Density and random generation for the F distribution with first degrees of freedom df1, second degrees of freedom df2, and scale parameter beta.

Usage

dF(x, df1, df2, beta, log = FALSE)

rF(n, df1, df2, beta)

Arguments

x	vector of quantities.
df1	First degrees of freedom
df2	Second degrees of freedom
beta	Scale parameter
log	logical; if TRUE, density is given as log(p).
n	number of draws

Value

dF gives the probability density of the F distribution. rF gives random draws from the F distribution.

References

Mulder and Pericchi (2018). The Matrix-F Prior for Estimating and Testing Covariance Matrices. Bayesian Analysis, 13(4), 1193-1214. <https://doi.org/10.1214/17-BA1092>

Examples

draws_F <- rF(n=1e4, df1=2, df2=4, beta=1)
hist(draws_F,500,xlim=c(0,10),freq=FALSE)
seqx <- seq(0,10,length=1e5)
lines(seqx,dF(seqx, df1=2, df2=4, beta=1),col=2,lwd=2)

shrinkem documentation built on Oct. 5, 2024, 5:06 p.m.