/** * The probabilty associated with the regression F Statistic * * F probability = F distribution CDF(F,d₁,d₂) * * where: * F = F statistic * d₁ = degrees of freedom 1 * d₂ = degrees of freedom 2 * * ν = degrees of freedom * * @return number */ public function FProbability() { $F = $this->FStatistic(); $n = $this->n; // Degrees of freedom // Need to make sure the 1 in $d₁ should not be $this->fit_parameters; $ν = $this->ν; $d₁ = $n - $ν - 1; $d₂ = $ν; return F::CDF($F, $d₁, $d₂); }