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

Description Usage Arguments Value Examples

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

Description

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

\frac{Y}{√{U/ν}}

where U is a central chi-square random variable with ν degrees of freedom and Y is an independent, normally distributed random variable with variance 1 and mean λ.

Usage

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draw.noncentral.t(nrep,nu,lambda)

Arguments

nrep

Number of data points to generate.

nu

Degrees of freedom of the desired non-central t distribution.

lambda

Non-centrality parameter of the desired non-central t distribution.

Value

A list of length five containing generated data, the theoretical mean, the empirical mean, the theoretical variance, and the empirical variance with names y, theo.mean, emp.mean, theo.var, and emp.var, respectively.

Examples

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draw.noncentral.t(nrep=100000,nu=4,lambda=2)

draw.noncentral.t(nrep=100000,nu=5,lambda=1)

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