std::fisher_f_distribution

From cppreference.com
< cpp‎ | numeric‎ | random
 
 
 
Pseudo-random number generation
Uniform random bit generators
Engines and engine adaptors
Non-deterministic generator
Distributions
Uniform distributions
Bernoulli distributions
Poisson distributions
Normal distributions
fisher_f_distribution
(C++11)
Sampling distributions
Seed Sequences
(C++11)
C library
 
std::fisher_f_distribution
 
Defined in header <random>
template< class RealType = double >
class fisher_f_distribution;
(since C++11)

Produces random numbers according to the f-distribution:

P(x;m,n) =
Γ((m+n)/2)
Γ(m/2) Γ(n/2)
(m/n)m/2
x(m/2)-1
(1+
mx
n
)-(m+n)/2

m and n are the degrees of freedom.

std::fisher_f_distribution satisfies all requirements of RandomNumberDistribution.

Template parameters

RealType - The result type generated by the generator. The effect is undefined if this is not one of float, double, or long double.

Member types

Member type Definition
result_type(C++11) RealType
param_type(C++11) the type of the parameter set, see RandomNumberDistribution.

Member functions

constructs new distribution
(public member function)
(C++11)
resets the internal state of the distribution
(public member function)
Generation
generates the next random number in the distribution
(public member function)
Characteristics
returns the distribution parameters
(public member function)
(C++11)
gets or sets the distribution parameter object
(public member function)
(C++11)
returns the minimum potentially generated value
(public member function)
(C++11)
returns the maximum potentially generated value
(public member function)

Non-member functions

(C++11)(C++11)(removed in C++20)
compares two distribution objects
(function)
performs stream input and output on pseudo-random number distribution
(function template)

Example

#include <random>
#include <iomanip>
#include <map> 
#include <algorithm>
#include <iostream>
#include <vector>
#include <cmath>
 
template <int Height = 5, int BarWidth = 1, int Padding = 1, int Offset = 0, class Seq>
void draw_vbars(Seq&& s, const bool DrawMinMax = true) {
    static_assert((Height > 0) && (BarWidth > 0) && (Padding >= 0) && (Offset >= 0));
    auto cout_n = [](auto&& v, int n = 1) { while (n-- > 0) std::cout << v; };
    const auto [min, max] = std::minmax_element(std::cbegin(s), std::cend(s));
    std::vector<std::div_t> qr;
    for (typedef decltype(*cbegin(s)) V; V e : s)
        qr.push_back(std::div(std::lerp(V(0), Height*8, (e - *min)/(*max - *min)), 8));
    for (auto h{Height}; h-- > 0; cout_n('\n')) {
        cout_n(' ', Offset);
        for (auto dv : qr) {
            const auto q{dv.quot}, r{dv.rem};
            unsigned char d[] { 0xe2, 0x96, 0x88, 0 }; // Full Block: '█'
            q < h ? d[0] = ' ', d[1] = 0 : q == h ? d[2] -= (7 - r) : 0;
            cout_n(d, BarWidth), cout_n(' ', Padding);
        }
        if (DrawMinMax && Height > 1)
            Height - 1 == h ? std::cout << "┬ " << *max:
                          h ? std::cout << "│ "
                            : std::cout << "┴ " << *min;
    }
}
 
int main() {
    std::random_device rd{};
    std::mt19937 gen{rd()};
 
    auto fisher = [&gen](const float d1, const float d2) {
        std::fisher_f_distribution<float> d{ d1 /* m */, d2 /* n */};
 
        const int norm = 1'00'00;
        const float cutoff = 0.002f;
 
        std::map<int, int> hist{};
        for (int n=0; n!=norm; ++n) { ++hist[std::round(d(gen))]; }
 
        std::vector<float> bars;
        std::vector<int> indices;
        for (auto const& [n, p] : hist) {
            if (float x = p * (1.0/norm); cutoff < x) {
                bars.push_back(x);
                indices.push_back(n);
            }
        }
 
        std::cout << "d₁ = " << d1 << ", d₂ = " << d2 << ":\n";
        draw_vbars<4,3>(bars);
        for (int n : indices) { std::cout << "" << std::setw(2) << n << "  "; }
        std::cout << "\n\n";
    };
 
    fisher(/* d₁ = */ 1.0f, /* d₂ = */ 5.0f);
    fisher(/* d₁ = */ 15.0f, /* d₂ = */ 10.f);
    fisher(/* d₁ = */ 100.0f, /* d₂ = */ 3.0f);
}

Possible output:

d₁ = 1, d₂ = 5:
███                                                     ┬ 0.4956
███                                                     │
███ ▇▇▇                                                 │
███ ███ ▇▇▇ ▄▄▄ ▂▂▂ ▂▂▂ ▁▁▁ ▁▁▁ ▁▁▁ ▁▁▁ ▁▁▁ ▁▁▁ ▁▁▁ ▁▁▁ ┴ 0.0021
 0   1   2   3   4   5   6   7   8   9  10  11  12  14  
 
d₁ = 15, d₂ = 10:
    ███                     ┬ 0.6252
    ███                     │
    ███ ▂▂▂                 │
▆▆▆ ███ ███ ▃▃▃ ▁▁▁ ▁▁▁ ▁▁▁ ┴ 0.0023
 0   1   2   3   4   5   6  
 
d₁ = 100, d₂ = 3:
    ███                                                             ┬ 0.4589
    ███                                                             │
▁▁▁ ███ ▅▅▅                                                         │
███ ███ ███ ▆▆▆ ▃▃▃ ▂▂▂ ▂▂▂ ▁▁▁ ▁▁▁ ▁▁▁ ▁▁▁ ▁▁▁ ▁▁▁ ▁▁▁ ▁▁▁ ▁▁▁ ▁▁▁ ┴ 0.0021
 0   1   2   3   4   5   6   7   8   9  10  11  12  13  14  15  16

External links

Weisstein, Eric W. "F-Distribution." From MathWorld--A Wolfram Web Resource.