pt.sad: Saddle Point Approximation of noncentral t-distribution

In gitlongor/pi0: Estimating the Proportion of True Null Hypotheses for FDR

Description

Density and cumulative distribution function of noncentral t-distribution

Usage

dt.sad(x, df, ncp = 0, log = FALSE, 
	normalize = c("approximate", "derivative", "integral", "none"), epsilon = 1e-04)
pt.sad(q, df, ncp = 0, log = FALSE, epsilon = 1e-04)

Arguments

x, q	numeric vector of quantiles
df	numeric vector of degrees of freedom
ncp	numeric vector of noncentrality parameter
log	logical; whether log should be taken.
epsilon	a small numeric scalar; if the difference between q and ncp is closer than this, results will be computed differently.
normalize	the way to normalize the approximate density so that it is closer to a true density.

Value

dt.sad returns density; pt.sad returns the probability.

Author(s)

Long Qu

References

Broda, Simon and Paolella, Marc S. 2007. Saddlepoint approximations for the doubly noncentral t distribution, Computational Statistics & Data Analysis, 51,6, 2907-2918.

See Also

dt.int2, dt.lap, dt

gitlongor/pi0 documentation built on May 17, 2019, 5:29 a.m.