Attribute VB_Name = "modMethod"
Option Explicit
'計算F分佈的分佈函數
'n1:自由度,已知
'n2:自由度,已知
'F:F值,已知
'p:下側概率,所求
'd:概率密度,所求
Public Sub F_DIST(n1 As Integer, n2 As Integer, F As Double, _
p As Double, d As Double)
Dim x As Double, u As Double, Lu As Double
Dim IAI As Integer, IBI As Integer, nn1 As Integer, nn2 As Integer
Dim I As Integer
Const PI As Double = 3.14159265359
If F = 0 Then
p = 0: d = 0: Exit Sub
End If
x = n1 * F / (n2 + n1 * F)
If (n1 \ 2) * 2 = n1 Then
If (n2 \ 2) * 2 = n2 Then
u = x * (1 - x): p = x: IAI = 2: IBI = 2
Else
u = x * Sqr(1 - x) / 2: p = 1 - Sqr(1 - x): IAI = 2: IBI = 1
End If
Else
If (n2 \ 2) * 2 = n2 Then
p = Sqr(x): u = p * (1 - x) / 2: IAI = 1: IBI = 2
Else
u = Sqr(x * (1 - x)) / PI
p = 1 - 2 * Atn(Sqr((1 - x) / x)) / PI: IAI = 1: IBI = 1
End If
End If
nn1 = n1 - 2: nn2 = n2 - 2
If u = 0 Then
d = u / F
Exit Sub
Else
Lu = Log(u)
End If
If IAI = n1 Then GoTo LL1
For I = IAI To nn1 Step 2
p = p - 2 * u / I
Lu = Lu + Log((1 + IBI / I) * x)
u = Exp(Lu)
Next I
LL1:
If IBI = n2 Then
d = u / F: Exit Sub
End If
For I = IBI To nn2 Step 2
p = p + 2 * u / I
Lu = Lu + Log((1 + n1 / I) * (1 - x))
u = Exp(Lu)
Next I
d = u / F
End Sub