F {shrinkem} | R Documentation |
The (scaled) F Distribution
Description
Density and random generation for the F distribution with first degrees of freedom df1
,
second degrees of freedom df2
, and scale parameter beta
.
Usage
dF(x, df1, df2, beta, log = FALSE)
rF(n, df1, df2, beta)
Arguments
x |
vector of quantities. |
df1 |
First degrees of freedom |
df2 |
Second degrees of freedom |
beta |
Scale parameter |
log |
logical; if TRUE, density is given as log(p). |
n |
number of draws |
Value
dF
gives the probability density of the F distribution. rF
gives random draws from the F distribution.
References
Mulder and Pericchi (2018). The Matrix-F Prior for Estimating and Testing Covariance Matrices. Bayesian Analysis, 13(4), 1193-1214. <https://doi.org/10.1214/17-BA1092>
Examples
draws_F <- rF(n=1e4, df1=2, df2=4, beta=1)
hist(draws_F,500,xlim=c(0,10),freq=FALSE)
seqx <- seq(0,10,length=1e5)
lines(seqx,dF(seqx, df1=2, df2=4, beta=1),col=2,lwd=2)
[Package shrinkem version 0.2.0 Index]