deltagammanc: Computes the noncentrality parameter delta of the noncentral...

In ncg: Computes the noncentral gamma function

Description

Computes the noncentrality parameter delta of the noncentral gamma function:

I_x(α, δ) = P(X≤ x)= ∑_{i=0}^∞ \frac{e^{-δ/2}(δ/2)^i}{i!} I_x(α+i)

where I_x(α) is the central incomplete gamma function, α>0, δ>0, x≥ 0.

Usage

deltagammanc(x, alpha, p)

Arguments

x	a vector of positive quantiles.
alpha	a vector of the noncentral gamma parameter, alpha > 0.
p	a vector of cumulative probability values.

References

Oliveira, IRC; Ferreira, DF Computing the noncentral gamma distribution, its inverse and the noncentrality parameter. Computational Statistics. Submmited for publications. 2012.

See Also

Package homepage: <www.dex.ufla.br/~danielff/r_rsources.html>

Examples

library(ncg)
x     <- c(1.80, 4.98, 7.74)
alpha <- c(1.4, 2.3, 0.7)
p     <- c(0.30, 0.80, 0.75)
deltagammanc(x, alpha, p)
# single values example
deltagammanc(8.0, 1.1, 0.95)

Example output

[1]  3.712494  2.214816 10.258956
[1] 4.622845

ncg documentation built on May 1, 2019, 10:31 p.m.