Nothing
fstretch <- function(alpha,tol,itmax,ny1,ny2,rho1,rho2) {
err <- -alpha
c1 <- sqrt(rho1 * rho2)
while (err < 0)
{ c1 <- c1 - 0.05
h <- alpha + pf(c1/rho2,ny1,ny2)
c2 <- qf(h,ny1,ny2)*rho2
err <- pf(c2/rho1,ny1,ny2) - pf(c1/rho1,ny1,ny2) - alpha
}
c1L <- c1
c1R <- c1 + 0.05
it <- 0
while (abs(err) >= tol && it <= itmax)
{ it <- it + 1
c1 <- (c1L + c1R) / 2
h <- alpha + pf(c1/rho2,ny1,ny2)
c2 <- qf(h,ny1,ny2) * rho2
err <- pf(c2/rho1,ny1,ny2) - pf(c1/rho1,ny1,ny2) - alpha
if (err <= 0)
c1R <- c1 else
c1L <- c1
}
pow0 <- pf(c2,ny1,ny2) - pf(c1,ny1,ny2)
cat(" ALPHA =",alpha," NY1 =",ny1," NY2 =",ny2," RHO1 =",rho1," RHO2 =",rho2,
" IT =",it,"\n","C1 =",c1," C2 =",c2," ERR =",err," POW0 =",pow0)
}
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