fix f distribution

nhirschey · Nov 23, 2023 · 290a6ab · 290a6ab
1 parent 21ea829
commit 290a6ab
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diff --git a/src/NovaSBE.Finance/CHANGELOG.md b/src/NovaSBE.Finance/CHANGELOG.md
@@ -1,5 +1,10 @@
 # Changelog
 
+## 0.4.0 - 2023-11-23
+
+### Changed
+* Updated FSharp.Stats to 0.5.0
+
 ## 0.3.0 - 2023-07-10
 
 ### Added

diff --git a/src/NovaSBE.Finance/Ols.fs b/src/NovaSBE.Finance/Ols.fs
@@ -83,7 +83,7 @@ type RegressionResults(df_model: int, df_resid: int, endog, exog, endog_names, e
     let fvalue' = ((ss - ssr') / float df_model) / (ssr' / float df_resid) |> float
 
     let f_pvalue' =
-        let fdist = ContinuousDistribution.f df_model df_resid
+        let fdist = Continuous.F.Init df_model df_resid
         1.0 - fdist.CDF fvalue'
 
     let r2 = 1.0 - ssr' / ss |> float