[R] [S] non-central t : R v.Splus

[Dimitris Rizopoulos]

I think that you might find the following usefull:

http://www.biostat.wustl.edu/archives/html/s-news/2002-11/msg00079.html


I hope this helps.

Best,
Dimitris

----
Dimitris Rizopoulos
Ph.D. Student
Biostatistical Centre
School of Public Health
Catholic University of Leuven

Address: Kapucijnenvoer 35, Leuven, Belgium
Tel: +32/16/336899
Fax: +32/16/337015
Web: http://www.med.kuleuven.be/biostat/
     http://www.student.kuleuven.be/~m0390867/dimitris.htm


----- Original Message ----- 
From: "Robert Kinley" <KINLEY_ROBERT at LILLY.COM>
To: <s-news at lists.biostat.wustl.edu>; <r-help at stat.math.ethz.ch>
Sent: Wednesday, September 14, 2005 3:24 PM
Subject: [S] non-central t : R v.Splus


> Hi
>
> For bureaucratic reasons beyond my control I need to rewrite an R 
> function
> (for producing operating characteristic curves) as an Splus function 
> (
> version 6 , windows XP ).
>
> The R function makes extensive use of the fact that the student's t
> distribution function  pt()  has a non-centrality parameter built in 
> ...
> sadly that parameter is not present in the Splus pt() function .
>
> However, the Splus f distribution function pf() does have such a 
> parameter
> , so I have tried to write my own non-central version of pt() based 
> around
> pf() , using the relationship between the t and F distributions.
>
> Unfortunately my success has been limited  ... I can only get 
> correct
> probabilities for part of the range of the quantile space , failing 
> when
> the quantile becomes small ... and I'm beginning to wonder whether 
> it's
> actually possible to do what I want at all , given that the range of 
> x in
> F(x) is [ 0:Inf ] while that in t(x) is [-Inf , Inf ] , and the
> non-central t  distribution is not symmetric ...
>
> Do any wiser heads than mine have any experience or advice to offer 
> ...
> ?
>
>        thanks          Bob Kinley
> 


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