pgammanc: Computes the cumulative distribution function of the...

In ncg: Computes the noncentral gamma function

Description

Computes the cumulative distribution function 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

pgammanc(x, alpha, delta)

Arguments

x	a vector of positive quantiles.
alpha	a vector of the noncentral gamma parameter, alpha > 0.
delta	a vector of the noncentrality parameter, delta > 0.

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(2, 3, 2)
alpha <- c(1.1, 3.0, 9.0)
delta <- c(1.8, 2.3, 0.5)
pgammanc(x, alpha, delta)
# single values example
pgammanc(2, 2, 0.5) 

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