use Math::Cephes qw(beta incbet); # スネデカーのF分布 Snedecor's F-Distribution # 引数 変数 分子の自由度 分母の自由度 ($X, $NumDegreesOfFreedom, $DenDegreesOfFreedom) # 戻り値 スネデカーのF分布 (@SnedecorsFDistribution) sub SNEDECORSFDISTRIBUTION{ my ($X, $NumDegreesOfFreedom, $DenDegreesOfFreedom) = @_; my @SnedecorsFDistribution = (); my $IncompleteBetaFunction = 0; my $t = 0; # 変数,自由度の確認 if(($X < 0) || ($NumDegreesOfFreedom <= 0) || ($DenDegreesOfFreedom <= 0)){ return 0; } # 確率密度関数 Frequency Function $SnedecorsFDistribution[0] = &FREQUENCYFUNCTION($X, $NumDegreesOfFreedom, $DenDegreesOfFreedom); $t = (($NumDegreesOfFreedom * $X) / (($NumDegreesOfFreedom * $X) + $DenDegreesOfFreedom)); # 累積分布関数 正規化不完全ベータ関数 Incomplete Beta Function $IncompleteBetaFunction = &incbet(($NumDegreesOfFreedom / 2), ($DenDegreesOfFreedom / 2), $t); # 下側累積確率 Lower Cumulative Distribution $SnedecorsFDistribution[1] = $IncompleteBetaFunction; # 上側累積確率 Upper Cumulative Distribution $SnedecorsFDistribution[2] = 1 - $IncompleteBetaFunction; return @SnedecorsFDistribution; } # 確率密度関数 Frequency Function # 引数 変数 分子の自由度 分母の自由度 ($X, $NumDegreesOfFreedom, $DenDegreesOfFreedom) # 戻り値 確率密度関数 ($FrequencyFunction) sub FREQUENCYFUNCTION{ my ($X, $NumDegreesOfFreedom, $DenDegreesOfFreedom) = @_; my $FrequencyFunction = 0; my $d1 = $NumDegreesOfFreedom; my $d2 = $DenDegreesOfFreedom; my $Num1 = 0; my $Num2 = 0; my $Num3 = 0; my $Den = 0; # 分子 $Num1 = (($d1 * $X) / (($d1 * $X) + $d2)) ** ($d1 / 2); $Num2 = (1 - (($d1 * $X) / (($d1 * $X) + $d2))) ** ($d2 / 2); $Num3 = $X ** (-1); # 分母 $Den = beta(($d1 / 2), ($d2 / 2)); # スネデカーのF分布 Snedecor's F-Distribution Frequency Function $FrequencyFunction = ($Num1 * $Num2 * $Num3) / $Den; return $FrequencyFunction; }