Option variable
random_f_algorithm
Default value: inverse
This is the selected algorithm for simulating random F variates. Implemented algorithms are ratio
and inverse
:
ratio
, based on the fact that if X is a Chi^2(m) random variable and Y is a Chi^2(n) random variable, then
n X F = --- m Y
a F random variable with m and n degrees of freedom, F(m,n).
inverse
, based on the general inverse method.