Hi Wolfgang.
I would be surprised if a doubly noncentral F-distribution function is
available (and encourage you to check its accuracy if it is). Although R
allows pf() to have a noncentral value specified, the results are not
always accurate. I posted about this about a week ago (10/24/05) and
didn't hear anything back regarding the accuracy issue. The bug I
reported is here (# 8251):
<http://viggo.kubism.ku.dk/cgi-bin/R/Accuracy?id=8251;user=guest>
I am very interested in (singularly) noncentral F-distribution
functions, so I too would like to learn of a doubly noncentral
F-distribution function (since the singularly noncentral F is a special
case of the doubly noncentral F; or learn of an alternative or fix to
pf() as it now stands).
Have a good day,
Ken
Viechtbauer Wolfgang (STAT) wrote:> Hello All,
>
> Has anyone written a function for the distribution function of a
> *doubly* non-central F-distribution? I looked through the archives, but
> didn't find anything. Thanks!
>
> Wolfgang
>
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide!
http://www.R-project.org/posting-guide.html
>
--
Ken Kelley, Ph.D.
Inquiry Methodology Program
Indiana University
201 North Rose Avenue, Room 4004
Bloomington, Indiana 47405
http://www.indiana.edu/~kenkel