qgammanc: Computes the probability density function of the noncentral...

In ncg: Computes the noncentral gamma function

Description

Computes quantile 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

qgammanc(p, alpha, delta)

Arguments

p	a vector of cumulative probability values.
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)
p <- c(0.80, 0.98, 0.24)
alpha <- c(1.5, 1.2, 2.1)
delta <- c(0.2, 0.3, 1.5)
qgammanc(p, alpha, delta)
# single values example
qgammanc(0.98, 1.2, 0.3)

Example output

[1] 2.475778 4.840811 1.406599
[1] 4.840811

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