Nothing
GRS.T <-
function(N,K,theta,ratio,alpha,beta,Tmax=10000)
{
T=seq(N+K+1,Tmax,1)
lamda=(T/ratio^2)/(1+1/theta^2) * (1-ratio^2)
df1=N; df2=T-N-K
cr=qf(1-alpha,df1=df1,df2=df2)
xs = qf(beta,df1=df1, df2=df2, ncp=lamda,lower.tail = TRUE)
diff=abs(cr-xs)
index=which.min(diff)
Ts=T[index]
df1=N; df2=Ts-N-K
lamda=(Ts/ratio^2)/(1+1/theta^2) * (1-ratio^2)
cr1=qf(1-alpha,df1=df1,df2=df2)
return(list(Required.T=Ts,Critical.value=cr1))
}
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