On Thu, 24 Apr 1997, Jim Lindsey wrote:
> By the way, would it be possible to eliminate the line (floor) that
> rounds the degrees of freedom in pt.c? That way, pt can be used in
> likelihood functions for fitting the Student t distributions.
Yes please. Non-integer degrees of freedom are very useful for
approximations as well. For example: Welch's unequal variance t-test,
Sattherthwaite approximations in ANOVA, and others.
If we can't get non-integer df we at least NEED a warning and preferably a
mention in the help file. It seems that qt() and rt() handle non-integer
df correctly (a relief, since I've been using them quite a bit) and that
the chisq and f distributions are ok too.
One simple solution is
pt<-function(q,df) 1-0.5*(1-pf(q^2,1,df))
using the fact that a t(n) is the square root of an F(1,n).
Thomas Lumley
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