Have you considered the "distr" package?
Consider the following:
> library(distr)
> C1234 <- Chisq(df=1, ncp=2)+Chisq(df=3, ncp=4)
> # = Chisq(df=1+3, ncp=2+4)
> q(C1234)(c(.025, .975))
[1] 1.823846 23.435932
> qchisq(c(.025, .975), 4, 6)
[1] 1.823846 23.435932
>
> C12345 <- Chisq(df=1, ncp=2)+3*Chisq(df=4, ncp=5)
Warning message:
Grid for approxfun too wide, increase DefaultNrFFTGridPointsExponent in:
Chisq(df = 1, ncp = 2) + 3 * Chisq(df = 4, ncp = 5)
> # NOT a standard distribution
> q(C12345)(c(.025, .975))
[1] 6.562148 68.498397
spencer graves
Roy Werkman wrote:
> Hi,
>
> I want to determine the confidence interval on the sum of two
sigma''s.
> Is there an easy way to do this in R? I guess I have to use some sort of
> chisquare convolution algorithm???
>
> Thanx,
> Roy
>
>