[Rd] Density function for non-central t distribution

Martin Maechler maechler at stat.math.ethz.ch
Tue Aug 19 20:01:17 MEST 2003

>>>>> "Claus" == Claus Ekstroem <claus at ekstroem.dk>
>>>>>     on Wed, 16 Jul 2003 09:35:50 +0200 writes:

    Claus> Hi, I've written some C code for density evaluation
    Claus> of the non-central t distribution. It works with the
    Claus> R-1.7.1 source code if placed in the src/nmath
    Claus> directory and after appropriate changes are made to
    Claus> Makefiles, to the dt function in
    Claus> src/library/base/R/distn.R etc.  I haven't read a lot
    Claus> of R source code so it may need some R-ification, but
    Claus> I've tried to use the dt.c file as a standard.

    Claus> Use and abuse.

    Claus> Claus

So, this is a donation to the R project, right?
I'm about to incorporate it into R-devel which will become R
1.8.0 in October.

    Claus>  <<<<< file dnt.c -- skipped here -- >>>>>

That looks pretty good.

We'll need some experiments to check if it's ok.
I'll try some plausibility checks and then plan to compare
    pt(*, ncp= NN)  with  integrate("dt(*, ncp=NN)").

Thanks again for your contribution -- in the name of the R community!

    Claus> *****************************************
    Claus> Claus Thorn Ekstrøm <ekstrom at dina.kvl.dk>
    Claus> Dept of Mathematics and Physics, KVL
    Claus> Thorvaldsensvej 40
    Claus> DK-1871 Frederiksberg C
    Claus> Denmark
    Claus> Phone:[+45] 3528 2341
    Claus> Fax:  [+45] 3528 2350

Martin Maechler <maechler at stat.math.ethz.ch>	http://stat.ethz.ch/~maechler/
Seminar fuer Statistik, ETH-Zentrum  LEO C16	Leonhardstr. 27
ETH (Federal Inst. Technology)	8092 Zurich	SWITZERLAND
phone: x-41-1-632-3408		fax: ...-1228			<><

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