F-Distribution in Lisp
by Trystan on Jun.05, 2009, under Programming
Dr. Hunter of the University of Colorado wrote a handy implementation of many statistical functions for Common Lisp. The package is called cl-statistics and is available via Unbuntu’s package manager. However, an inverse F cumulative distribution function is mysteriously absent. That is, a function that will provide an F statistic given two degrees of freedom and a percentile. Luckily, it’s pretty strait forward to modify the source to add it. In hopes of saving someone a couple hours of fumbling around, here’s the modification; just add the following function to the cl-statistics source file and add the function name to the export list near the beginning of the file.
(defun f-distribution (dof1 dof2 percentile)
(test-variables (dof1 :posint) (dof2 :posint) (percentile :prob))
(find-critical-value
#’(lambda (x) (f-significance x dof1 dof2 
ne-tailed-p))
(- 1 percentile)))
