/// <summary>
/// This function return the cummulative distribution function (CDF)
/// for Fisher Distribution with X from 0 to x and number degree of freedoms
/// are k1 and k2.
/// </summary>
/// <param name="x">double. x</param>
/// <param name="k1">int. k1 is firt number degree of freedom</param>
/// <param name="k2">int. k2 is second number degree of freedom</param>
/// <returns>
/// The value of cummulative distribution function (CDF)
/// for Fisher Distribution with X from 0 to x and number degree of freedoms
/// are k1 and k2.
/// </returns>
public static double CDF(double x, int k1, int k2)
{
// number degree of freedoms and x must greater than 0
if (!(k1 > 0 && k2 > 0 && x > 0)) return double.NaN;
FisherFunction function = new FisherFunction(k1, k2);
return Integrator.GaussLegendre(function, 0, x, 1.0e-6);
}
/// <summary>
/// This function return the probability density function (PDF)
/// for Fisher Distribution for given x and number degree of
/// freedoms are k1 and k2.
/// </summary>
/// <param name="x">double. x</param>
/// <param name="k1">int. k1 is firt number degree of freedom</param>
/// <param name="k2">int. k2 is second number degree of freedom</param>
/// <returns>
/// The value of probability density function (PDF)
/// for Fisher Distribution for given x and number degree of
/// freedoms are k1 and k2.
/// </returns>
private static double PDF(double x, int k1, int k2)
{
// number degree of freedoms and x must greater than 0
if (!(k1 > 0 && k2 > 0 && x > 0)) return double.NaN;
FisherFunction function = new FisherFunction(k1, k2);
return function.Value(x);
}