finv
Inverse of the -cumulative distribution function (iCDF).
For each element of p, compute the quantile (the inverse of the CDF) of the -distribution with df1 and df2 degrees of freedom. The size of x is the common size of p, df1, and df2. A scalar input functions as a constant matrix of the same size as the other inputs.
Further information about the -distribution can be found at https://en.wikipedia.org/wiki/F-distribution
See also: fcdf, fpdf, frnd, fstat
Source Code: finv
## Plot various iCDFs from the F distribution
p = 0.001:0.001:0.999;
x1 = finv (p, 1, 1);
x2 = finv (p, 2, 1);
x3 = finv (p, 5, 2);
x4 = finv (p, 10, 1);
x5 = finv (p, 100, 100);
plot (p, x1, "-b", p, x2, "-g", p, x3, "-r", p, x4, "-c", p, x5, "-m")
grid on
ylim ([0, 4])
legend ({"df1 = 1, df2 = 2", "df1 = 2, df2 = 1", ...
"df1 = 5, df2 = 2", "df1 = 10, df2 = 1", ...
"df1 = 100, df2 = 100"}, "location", "northwest")
title ("F iCDF")
xlabel ("probability")
ylabel ("values in x")
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