draw.noncentral.F: Generates variates from doubly non-central F distribution

Description Usage Arguments Value See Also Examples

View source: R/draw.noncentral.F.R

Description

This function implements pseudo-random number generation for a doubly non-central F distribution

F=\frac{X_{1}^{2}/n}{X_{2}^{2}/m}

where X_{1}^{2}\sim χ^{2}(n,λ_{1}), X_{2}^{2}\sim χ^{2}(m,λ_{2}), n and m are numerator and denominator degrees of freedom, respectively, and λ_{1} and λ_{2} are the numerator and denominator non-centrality parameters, respectively. It includes central and singly non-central F distributions as a special case.

Usage

1
draw.noncentral.F(nrep,dof1,dof2,ncp1,ncp2)

Arguments

nrep

Number of data points to generate.

dof1

Numerator degress of freedom.

dof2

Denominator degrees of freedom.

ncp1

Numerator non-centrality parameter.

ncp2

Denominator non-centrality parameter.

Value

A vector containing generated data.

See Also

draw.noncentral.chisquared

Examples

1
draw.noncentral.F(nrep=100000,dof1=2,dof2=4,ncp1=2,ncp2=4)

UnivRNG documentation built on Jan. 11, 2018, 1:03 a.m.