Description Usage Arguments Details Value Note Author(s) See Also Examples
Density, distribution function, quantile function and random generation for the doubly noncentral F distribution.
1 2 3 4 5 6 7 
x, q 
vector of quantiles. 
df1, df2 
the degrees of freedom for the numerator and denominator.
We do not recycle these versus the 
ncp1, ncp2 
the noncentrality parameters for the numerator and denominator.
We do not recycle these versus the 
log 
logical; if TRUE, densities f are given as log(f). 
order.max 
the order to use in the approximate density, distribution, and quantile computations, via the GramCharlier, Edeworth, or CornishFisher expansion. 
p 
vector of probabilities. 
n 
number of observations. 
log.p 
logical; if TRUE, probabilities p are given as log(p). 
lower.tail 
logical; if TRUE (default), probabilities are P[X <= x], otherwise, P[X > x]. 
Suppose x_i ~ X^2(delta_i,v_i) be independent noncentral chisquares for i=1,2. Then
Y = (x_1/v_1) / (x_2/v_2)
takes a doubly noncentral F distribution with degrees of freedom v_1, v_2 and noncentrality parameters delta_1,delta_2.
ddnf
gives the density, pdnf
gives the
distribution function, qdnf
gives the quantile function,
and rdnf
generates random deviates.
Invalid arguments will result in return value NaN
with a warning.
The PDF, CDF, and quantile function are approximated, via the Edgeworth or Cornish Fisher approximations, which may not be terribly accurate in the tails of the distribution. You are warned.
The distribution parameters are not recycled
with respect to the x, p, q
or n
parameters,
for, respectively, the density, distribution, quantile
and generation functions. This is for simplicity of
implementation and performance. It is, however, in contrast
to the usual R idiom for dpqr functions.
Steven E. Pav [email protected]
(singly noncentral) F distribution functions,
df, pf, qf, rf
.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17  rv < rdnf(500, df1=100,df2=500,ncp1=1.5,ncp2=12)
d1 < ddnf(rv, df1=100,df2=500,ncp1=1.5,ncp2=12)
## Not run:
plot(rv,d1)
## End(Not run)
p1 < ddnf(rv, df1=100,df2=500,ncp1=1.5,ncp2=12)
# should be nearly uniform:
## Not run:
plot(ecdf(p1))
## End(Not run)
q1 < qdnf(ppoints(length(rv)), df1=100,df2=500,ncp1=1.5,ncp2=12)
## Not run:
qqplot(x=rv,y=q1)
## End(Not run)

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