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cp1
2012 Jun 22
4
Uniroot error message with in intergration
...h 2 >>>
Please would you be able to give me an indication on why I am having this
error message.
Many thanks
EXAMPLE BELOW:
## t = statistics test from t -distribution [-Inf,Inf]
## df == degree of freedom
###p <- p value
diff <- 0.5
y <- function(t,n){
df <- 2*n-2
ncp1 <- sqrt((diff^2*n)/2)
p <- 1- pt(t,df=df1)
test <- qt((1-p),df=df1,ncp=ncp1)*(1/sqrt(2))
return(test)
}
integ <- function(t,n){
1-integrate(y,lower=0,upper=3.6,n)$value -0.5
}
uniroot(integ,lower=0,upper=1000)
--
View this message in context: http://r.789695.n4.nabble.com/Uniroot...
2006 Jul 01
1
noncentral F-distributed random numbers (PR#9055)
...n, df1, df2))
else rchisq(n, df1, ncp = ncp)/rchisq(n, df2)
}
<environment: namespace:stats>
where I believe both the numerator and the denominator should be divided by
their corresponding degrees of freedom.
My suggested (slighly augmented) version is:
> rf=
function (n, df1, df2, ncp1 = 0, ncp2=0)
{
if (ncp1 == 0 && ncp2==0)
.Internal(rf(n, df1, df2))
else if (ncp2==0)
(rchisq(n, df1, ncp = ncp1)/df1)/(rchisq(n, df2)/df2)
else (rchisq(n, df1, ncp = ncp1)/df1)/(rchisq(n, df2, ncp=ncp2)/df2)
}
which incorporated both singly and doubly no...