#' Create an F distribution
#'
#' @param df1 Numerator degrees of freedom. Can be any positive number.
#' @param df2 Denominator degrees of freedom. Can be any positive number.
#' @param lambda Non-centrality parameter. Can be any positive number.
#' Defaults to `0`.
#'
#' @return A `FisherF` object.
#' @export
#'
#' @family continuous distributions
#'
#' @details
#'
#' We recommend reading this documentation on
#' <https://alexpghayes.github.io/distributions3/>, where the math
#' will render with additional detail.
#'
#' TODO
#'
#' @examples
#'
#' set.seed(27)
#'
#' X <- FisherF(5, 10, 0.2)
#' X
#'
#' random(X, 10)
#'
#' pdf(X, 2)
#' log_pdf(X, 2)
#'
#' cdf(X, 4)
#' quantile(X, 0.7)
#'
#' cdf(X, quantile(X, 0.7))
#' quantile(X, cdf(X, 7))
FisherF <- function(df1, df2, lambda = 0) {
stopifnot(
"parameter lengths do not match (only scalars are allowed to be recycled)" =
length(df1) == length(df2) & length(df1) == length(lambda) |
sum(c(length(df1) == 1, length(df2) == 1, length(lambda) == 1)) >= 2 |
length(df1) == length(df2) & length(lambda) == 1 |
length(df1) == length(lambda) & length(df2) == 1 |
length(df2) == length(lambda) & length(df1) == 1
)
d <- data.frame(df1 = df1, df2 = df2, lambda = lambda)
class(d) <- c("FisherF", "distribution")
d
}
#' @export
mean.FisherF <- function(x, ...) {
rlang::check_dots_used()
# The k-th moment of an F(df1, df2) distribution exists and
# is finite only when 2k < d2
d1 <- x$df1
d2 <- x$df2
rval <- ifelse(d2 > 2,
d2 / (d2 - 2),
NaN
)
setNames(rval, names(x))
}
#' @export
variance.FisherF <- function(x, ...) {
d1 <- x$df1
d2 <- x$df2
rval <- ifelse(d2 > 4,
(2 * d2^2 * (d1 + d2 - 2)) / (d1 * (d2 - 2)^2 * (d2 - 4)),
NaN
)
setNames(rval, names(x))
}
#' @export
skewness.FisherF <- function(x, ...) {
d1 <- x$df1
d2 <- x$df2
rval <- ifelse(d2 > 6,
suppressWarnings({
a <- (2 * d1 + d2 - 2) * sqrt(8 * (d2 - 4))
b <- (d2 - 6) * sqrt(d1 * (d1 + d2 - 2))
a / b
}),
NaN
)
setNames(rval, names(x))
}
#' @export
kurtosis.FisherF <- function(x, ...) {
d1 <- x$df1
d2 <- x$df2
rval <- ifelse(d2 > 8,
{
a <- d1 * (5 * d2 - 22) * (d1 + d2 - 2) + (d2 - 4) * (d2 - 2)^2
b <- d1 * (d2 - 6) * (d2 - 8) * (d1 + d2 - 2)
12 * a / b
},
NaN
)
setNames(rval, names(x))
}
#' Draw a random sample from an F distribution
#'
#' @inherit FisherF examples
#'
#' @param x A `FisherF` object created by a call to [FisherF()].
#' @param n The number of samples to draw. Defaults to `1L`.
#' @param drop logical. Should the result be simplified to a vector if possible?
#' @param ... Unused. Unevaluated arguments will generate a warning to
#' catch mispellings or other possible errors.
#'
#' @return In case of a single distribution object or `n = 1`, either a numeric
#' vector of length `n` (if `drop = TRUE`, default) or a `matrix` with `n` columns
#' (if `drop = FALSE`).
#' @export
#'
random.FisherF <- function(x, n = 1L, drop = TRUE, ...) {
n <- make_positive_integer(n)
if (n == 0L) {
return(numeric(0L))
}
FUN <- function(at, d) rf(n = at, df1 = d$df1, df2 = d$df2, ncp = d$lambda)
apply_dpqr(d = x, FUN = FUN, at = n, type = "random", drop = drop)
}
#' Evaluate the probability mass function of an F distribution
#'
#' @inherit FisherF examples
#'
#' @param d A `FisherF` object created by a call to [FisherF()].
#' @param x A vector of elements whose probabilities you would like to
#' determine given the distribution `d`.
#' @param drop logical. Should the result be simplified to a vector if possible?
#' @param elementwise logical. Should each distribution in \code{d} be evaluated
#' at all elements of \code{x} (\code{elementwise = FALSE}, yielding a matrix)?
#' Or, if \code{d} and \code{x} have the same length, should the evaluation be
#' done element by element (\code{elementwise = TRUE}, yielding a vector)? The
#' default of \code{NULL} means that \code{elementwise = TRUE} is used if the
#' lengths match and otherwise \code{elementwise = FALSE} is used.
#' @param ... Arguments to be passed to \code{\link[stats]{df}}.
#' Unevaluated arguments will generate a warning to catch mispellings or other
#' possible errors.
#'
#' @return In case of a single distribution object, either a numeric
#' vector of length `probs` (if `drop = TRUE`, default) or a `matrix` with
#' `length(x)` columns (if `drop = FALSE`). In case of a vectorized distribution
#' object, a matrix with `length(x)` columns containing all possible combinations.
#' @export
#'
pdf.FisherF <- function(d, x, drop = TRUE, elementwise = NULL, ...) {
FUN <- function(at, d) df(x = at, df1 = d$df1, df2 = d$df2, ncp = d$lambda, ...)
apply_dpqr(d = d, FUN = FUN, at = x, type = "density", drop = drop, elementwise = elementwise)
}
#' @rdname pdf.FisherF
#' @export
#'
log_pdf.FisherF <- function(d, x, drop = TRUE, elementwise = NULL, ...) {
FUN <- function(at, d) df(x = at, df1 = d$df1, df2 = d$df2, ncp = d$lambda, log = TRUE)
apply_dpqr(d = d, FUN = FUN, at = x, type = "logLik", drop = drop, elementwise = elementwise)
}
#' Evaluate the cumulative distribution function of an F distribution
#'
#' @inherit FisherF examples
#'
#' @param d A `FisherF` object created by a call to [FisherF()].
#' @param x A vector of elements whose cumulative probabilities you would
#' like to determine given the distribution `d`.
#' @param drop logical. Should the result be simplified to a vector if possible?
#' @param elementwise logical. Should each distribution in \code{d} be evaluated
#' at all elements of \code{x} (\code{elementwise = FALSE}, yielding a matrix)?
#' Or, if \code{d} and \code{x} have the same length, should the evaluation be
#' done element by element (\code{elementwise = TRUE}, yielding a vector)? The
#' default of \code{NULL} means that \code{elementwise = TRUE} is used if the
#' lengths match and otherwise \code{elementwise = FALSE} is used.
#' @param ... Arguments to be passed to \code{\link[stats]{pf}}.
#' Unevaluated arguments will generate a warning to catch mispellings or other
#' possible errors.
#'
#' @return In case of a single distribution object, either a numeric
#' vector of length `probs` (if `drop = TRUE`, default) or a `matrix` with
#' `length(x)` columns (if `drop = FALSE`). In case of a vectorized distribution
#' object, a matrix with `length(x)` columns containing all possible combinations.
#' @export
#'
cdf.FisherF <- function(d, x, drop = TRUE, elementwise = NULL, ...) {
FUN <- function(at, d) pf(q = at, df1 = d$df1, df2 = d$df2, ncp = d$lambda, ...)
apply_dpqr(d = d, FUN = FUN, at = x, type = "probability", drop = drop, elementwise = elementwise)
}
#' Determine quantiles of an F distribution
#'
#' `quantile()` is the inverse of `cdf()`.
#'
#' @inherit FisherF examples
#' @inheritParams random.FisherF
#'
#' @param probs A vector of probabilities.
#' @param drop logical. Should the result be simplified to a vector if possible?
#' @param elementwise logical. Should each distribution in \code{x} be evaluated
#' at all elements of \code{probs} (\code{elementwise = FALSE}, yielding a matrix)?
#' Or, if \code{x} and \code{probs} have the same length, should the evaluation be
#' done element by element (\code{elementwise = TRUE}, yielding a vector)? The
#' default of \code{NULL} means that \code{elementwise = TRUE} is used if the
#' lengths match and otherwise \code{elementwise = FALSE} is used.
#' @param ... Arguments to be passed to \code{\link[stats]{qf}}.
#' Unevaluated arguments will generate a warning to catch mispellings or other
#' possible errors.
#'
#' @return In case of a single distribution object, either a numeric
#' vector of length `probs` (if `drop = TRUE`, default) or a `matrix` with
#' `length(probs)` columns (if `drop = FALSE`). In case of a vectorized
#' distribution object, a matrix with `length(probs)` columns containing all
#' possible combinations.
#' @export
#'
quantile.FisherF <- function(x, probs, drop = TRUE, elementwise = NULL, ...) {
FUN <- function(at, d) qf(at, df1 = d$df1, df2 = d$df2, ncp = d$lambda, ...)
apply_dpqr(d = x, FUN = FUN, at = probs, type = "quantile", drop = drop, elementwise = elementwise)
}
#' Return the support of the FisherF distribution
#'
#' @param d An `FisherF` object created by a call to [FisherF()].
#' @param drop logical. Should the result be simplified to a vector if possible?
#' @param ... Currently not used.
#'
#' @return A vector of length 2 with the minimum and maximum value of the support.
#'
#' @export
support.FisherF <- function(d, drop = TRUE, ...) {
rlang::check_dots_used()
min <- rep(0, length(d))
max <- rep(Inf, length(d))
make_support(min, max, d, drop = drop)
}
#' @exportS3Method
is_discrete.FisherF <- function(d, ...) {
rlang::check_dots_used()
setNames(rep.int(FALSE, length(d)), names(d))
}
#' @exportS3Method
is_continuous.FisherF <- function(d, ...) {
rlang::check_dots_used()
setNames(rep.int(TRUE, length(d)), names(d))
}
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