g05sh Method
関数リスト一覧   NagLibrary Namespaceへ  ライブラリイントロダクション  本ヘルプドキュメントのchm形式版

g05sh generates a vector of pseudorandom numbers taken from an F (or Fisher's variance ratio) distribution with μ and ν degrees of freedom.

Syntax

C#
public static void g05sh(
	int n,
	int df1,
	int df2,
	G05..::.G05State g05state,
	double[] x,
	out int ifail
)
Visual Basic (Declaration)
Public Shared Sub g05sh ( _
	n As Integer, _
	df1 As Integer, _
	df2 As Integer, _
	g05state As G05..::.G05State, _
	x As Double(), _
	<OutAttribute> ByRef ifail As Integer _
)
Visual C++
public:
static void g05sh(
	int n, 
	int df1, 
	int df2, 
	G05..::.G05State^ g05state, 
	array<double>^ x, 
	[OutAttribute] int% ifail
)
F#
static member g05sh : 
        n:int * 
        df1:int * 
        df2:int * 
        g05state:G05..::.G05State * 
        x:float[] * 
        ifail:int byref -> unit 

Parameters

n
Type: System..::.Int32
On entry: n, the number of pseudorandom numbers to be generated.
Constraint: n0.
df1
Type: System..::.Int32
On entry: μ, the number of degrees of freedom of the distribution.
Constraint: df11.
df2
Type: System..::.Int32
On entry: ν, the number of degrees of freedom of the distribution.
Constraint: df21.
g05state
Type: NagLibrary..::.G05..::.G05State
An object of type G05.G05State.
x
Type: array< System..::.Double >[]()[]
An array of size [n]
On exit: the n pseudorandom numbers from the specified F-distribution.
ifail
Type: System..::.Int32 %
On exit: ifail=0 unless the method detects an error (see [Error Indicators and Warnings]).

Description

The distribution has PDF (probability density function)
f x = μ+ν-2 2 ! x 12 μ-1 12 μ-1! 12 ν-1 ! 1+ μν x 12 μ+ν × μν 12μ if ​ x>0 , fx=0 otherwise.
g05sh calculates the values
ν yi μ zi ,   i=1,2,,n ,
where yi and zi are generated by g05sj from gamma distributions with parameters 12μ,2 and 12ν,2 respectively (i.e., from χ2-distributions with μ and ν degrees of freedom).

References

Error Indicators and Warnings

Accuracy

Further Comments

The time taken by g05sh increases with μ and ν.

Example

See Also