Nothing
#############################################################################
# noncentral gamma cdf #
# F(x|alpha, delta) #
#############################################################################
pncgamma <- function(x, alpha, delta)
{
errortol <- 1e-12
if (x < 0) x <- 0
maxitr <- 50000
d <- delta
k <- ceiling(d / 2)
a <- alpha + k
gamac <- pgamma(x, a)
gamad <- gamac
gxd <- exp(a * log(x) - x - lgamma(a+1))
if (x == 0) gxc <- 0 else
gxc <- gxd * a / x
ppoic <- dpois(k, d / 2)
ppoid <- ppoic
remain <- 1 - ppoic
cdf <- ppoic * gamac
i <- 1
convergiu <- FALSE
while (!convergiu)
{
gxc <- gxc * x / (a + i - 1)
gamac <- gamac - gxc
ppoic <- ppoic * (d / 2) / (k + i)
cdf <- cdf + ppoic * gamac
error <- remain * gamac
remain <- remain - ppoic
if (i > k)
{
if ((error <= errortol) | (i > maxitr)) convergiu <- TRUE
i <- i + 1
} else
{
gxd <- gxd * (a + 1 - i) / x
gamad <- gamad + gxd
ppoid <- ppoid * (k - i + 1) / (d / 2)
cdf <- cdf + ppoid * gamad
remain <- remain - ppoid
if ((remain <= errortol) | (i > maxitr)) convergiu <- TRUE
i <- i + 1
}
} # achieved convergence
return(cdf)
}
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