Description Usage Arguments Details Value Author(s) See Also
This funciton evaluates the noncentral t-density using an iterative procedure for integer degrees of freedom. This is much faster than two calls to the pt
approach.
For non-integer degrees of freedom, the polynomial interpolation is used to approximate the density.
1 |
x |
A numeric vector of quantiles |
df |
A numeric vector degrees of freedom |
ncp |
A numeric vector of noncentrality parameters |
log |
logical; if |
ndiv |
numeric; the number of points used for polynomial interpolation |
This function uses the iterative relation for the integral in the noncentral t-density. It starts with df=0
and df=1
,
and then iteratively computes the integral for larger df
. For non-integer df
, it uses ndiv
nearest points to perform a
divided difference polynomial interpolation approximation. For integer df
, this function is about 2 to 3 times faster than dt
function and is exact.
A numeric vector of densities.
Long Qu
dtn.mix
, dt
, dt.lap
, dt.sad
, mTruncNorm
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