[R] [S] non-central t : R v.Splus
dimitris.rizopoulos at med.kuleuven.be
Wed Sep 14 15:42:10 CEST 2005
I think that you might find the following usefull:
I hope this helps.
School of Public Health
Catholic University of Leuven
Address: Kapucijnenvoer 35, Leuven, Belgium
----- 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
> For bureaucratic reasons beyond my control I need to rewrite an R
> (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
> , so I have tried to write my own non-central version of pt() based
> pf() , using the relationship between the t and F distributions.
> Unfortunately my success has been limited ... I can only get
> probabilities for part of the range of the quantile space , failing
> the quantile becomes small ... and I'm beginning to wonder whether
> 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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