@stdlib/stats/base/dists/f/cdf/lib/main.js

Standard library statistical functions.

/**
* @license Apache-2.0
*
* Copyright (c) 2018 The Stdlib Authors.
*
* Licensed under the Apache License, Version 2.0 (the "License");
* you may not use this file except in compliance with the License.
* You may obtain a copy of the License at
*
*    http://www.apache.org/licenses/LICENSE-2.0
*
* Unless required by applicable law or agreed to in writing, software
* distributed under the License is distributed on an "AS IS" BASIS,
* WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
* See the License for the specific language governing permissions and
* limitations under the License.
*/

'use strict';

// MODULES //

var betainc = require( '@stdlib/math/base/special/betainc' );
var isnan = require( '@stdlib/math/base/assert/is-nan' );
var PINF = require( '@stdlib/constants/float64/pinf' );


// MAIN //

/**
* Evaluates the cumulative distribution function (CDF) for an F distribution with numerator degrees of freedom `d1` and denominator degrees of freedom `d2` at a value `x`.
*
* @param {number} x - input value
* @param {PositiveNumber} d1 - numerator degrees of freedom
* @param {PositiveNumber} d2 - denominator degrees of freedom
* @returns {Probability} evaluated CDF
*
* @example
* var y = cdf( 2.0, 1.0, 1.0 );
* // returns ~0.608
*
* @example
* var y = cdf( 2.0, 8.0, 4.0 );
* // returns ~0.737
*
* @example
* var y = cdf( -1.0, 2.0, 2.0 );
* // returns 0.0
*
* @example
* var y = cdf( +Infinity, 4.0, 2.0 );
* // returns 1.0
*
* @example
* var y = cdf( -Infinity, 4.0, 2.0 );
* // returns 0.0
*
* @example
* var y = cdf( NaN, 1.0, 1.0 );
* // returns NaN
*
* @example
* var y = cdf( 0.0, NaN, 1.0 );
* // returns NaN
*
* @example
* var y = cdf( 0.0, 1.0, NaN );
* // returns NaN
*
* @example
* var y = cdf( 2.0, 1.0, -1.0 );
* // returns NaN
*
* @example
* var y = cdf( 2.0, -1.0, 1.0 );
* // returns NaN
*/
function cdf( x, d1, d2 ) {
	if (
		isnan( x ) ||
		isnan( d1 ) ||
		isnan( d2 ) ||
		d1 <= 0.0 ||
		d2 <= 0.0
	) {
		return NaN;
	}
	if ( x <= 0.0 ) {
		return 0.0;
	}
	if ( x === PINF ) {
		return 1.0;
	}
	if ( d1 * x > d2 ) {
		return betainc( (d1*x)/(d2+(d1*x)), d1/2.0, d2 /2.0, true, false );
	}
	return betainc( d2/(d2+(d1*x)), d2/2.0, d1/2.0, true, true );
}


// EXPORTS //

module.exports = cdf;