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fisher_f.go
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/
fisher_f.go
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package rng
import (
"fmt"
)
// FisherFGenerator is a random number generator for Fisher's F distribution.
// The zero value is invalid, use NewFisherFGenerator to create a generator
type FisherFGenerator struct {
beta *BetaGenerator
}
// NewFisherFGenerator returns a Fisher's F distribution generator
// it is recommended using time.Now().UnixNano() as the seed, for example:
// frng := rng.NewFisherFGenerator(time.Now().UnixNano())
func NewFisherFGenerator(seed int64) *FisherFGenerator {
brng := NewBetaGenerator(seed)
return &FisherFGenerator{brng}
}
// Fisher returns a random number of Fisher's F distribution (d1 > 0 and d2 > 0)
func (frng FisherFGenerator) Fisher(d1, d2 int64) float64 {
if d1 <= 0 {
panic(fmt.Sprintf("Invalid parameter d1: %d (d1 > 0)", d1))
}
if d2 <= 0 {
panic(fmt.Sprintf("Invalid parameter d2: %d (d2 > 0)", d2))
}
return frng.fisher(d1, d2)
}
func (frng FisherFGenerator) fisher(d1, d2 int64) float64 {
f1 := float64(d1)
f2 := float64(d2)
X := frng.beta.Beta(f1/2.0, f2/2.0)
return f2 * X / (f1 * (1 - X))
}