R/Examples/example_cf_FisherSnedecor.R

In gajdosandrej/CharFunToolR: Numerical Computation Cumulative Distribution Function and Probability Density Function from Characteristic Function

## EXAMPLE 1
# CF of a linear combination of independent F RVs
df1 <- 3:12
df2 <- seq(14, 5,-1)
coef <- 1 / 10
t <- seq(from = -5,
         to = 5,
         length.out = 501)
plotReIm(function(t)
        cf_FisherSnedecor(t, df1, df2, coef),
        t,
        title = 'Characteristic function of the linear combination of F RVs')

## EXAMPLE 2
# PDF/CDF  of a linear combination of independent F RVs
df1 <- 3:12
df2 <- seq(14, 5,-1)
coef <- 1 / 10
cf <- function(t)
        cf_FisherSnedecor(t, df1, df2, coef)
options <- list()
options$N <- 2 ^ 10
options$xMin = 0
prob <- c(0.9, 0.95, 0.99)
result <- cf2DistGP(cf = cf, prob = prob, options = options)
result