Description Usage Arguments Details Value Note Author(s) References See Also
Density of noncentral t-distribution, with noncentrality parameter (NCP) being normally distributed. This is a scaled noncentral t-density.
1 2 |
t |
A numeric vector of quantiles |
df |
A numeric vector of degrees of freedom |
mu.ncp |
A numeric vector of normal mean of NCP |
sd.ncp |
A numeric vector of normal SD of NCP |
log |
logical; if |
approximation |
character; Method of approximation. |
... |
other arguments passed to |
Mathematically, this is equivalent to dt(t/s, df, mu.ncp/s)/s
where s=sqrt(1+sd.ncp*sd.ncp)
. But the various approximations are usually sufficient for large problems where speed is more important than precision.
numeric vector of densities
For normal-normal mixture, set df=Inf
. When this is the case, approximation
is ignored.
Long Qu
Broda, Simon and Paolella, Marc S. (2007) Saddlepoint approximations for the doubly noncentral t distribution, Computational Statistics & Data Analysis, 51,6, 2907-2918.
Young, G.A. and Smith R.L. (2005) Essentials of statistical inference. Cambridge University Press. Cambridge, UK.
Qu L, Nettleton D, Dekkers JCM. (2012) Improved Estimation of the Noncentrality Parameter Distribution from a Large Number of $t$-statistics, with Applications to False Discovery Rate Estimation in Microarray Data Analysis. Biometrics. 68. 1178-1187.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.