similar to: solve cdf for noncentrality (PR#11527)

Hi everyone. I have a problem that I have been unable to determine either the best way to proceed and why the methods I'm trying to use sometimes fail. I'm using the pf() function in an optimization function to find a noncentrality parameter that leads to a specific value at a specified quantile. My goal is to have a general function that returns the noncentrality parameter that

Full_Name: Jerry W. Lewis Version: 2.6.2 OS: Windows XP Professional Submission from: (NULL) (198.180.131.16) choose() returns incorrect values for all fractional arguments, regardless of sign. It returns 0 when both arguments are negative integers, which is not always correct (as in some formulations of the negative hypergeometric). Examples (correct answers from Maple's binomial

Full_Name: Version: 1.9.0 OS: Windows XP Submission from: (NULL) (134.126.93.191) I believe the noncentrality parameter, lambda, in power.anova.test is incorrect. The noncentrality paramter is defined as lambda <- (groups - 1) * n * (between.var/within.var). The n should not be there. The function pf defines the noncentrality parameter as the sum of squares of the means. Therefore, the

Full_Name: Jerry W. Lewis Version: 2.7.0 (2008-03-23 r44847) OS: Windows XP Professional Submission from: (NULL) (71.184.230.48) choose(n,k) = choose(n,n-k) is not satisfied if either 1. n is a negative integer with k a positive integer (due to automatically returning 0 for n-k<0) 2. n is not an integer with k a positive integer (due to rounding n-k to an integer, compounded by

Hi, I would like to know if there is a program written in R to get the CDF (cumulative distribution function) of a bivariate non-central chi-square distribution. Hope someone will reply. Thank you, Rossita M Yunus yunus@usq.edu.au This email (including any attached files) is confidentia...{{dropped:19}}

Dear List: The square of the noncentral t-statistic with noncentrality parameter \delta is a noncentral F with noncentrality parameter \lambda=\delta^2. So, t^2_{\nu,\delta} = F_{1,\nu,\lambda=\delta^2}. Consequently, it should follow that t^2_{1-\alpha/2,\nu,\delta} = f_{1-alpha,1,\vu,\lambda=\delta^2}. However, this is not what is happening with the following code. The central

Full_Name: Jerry W. Lewis Version: 2.6.1 OS: Windows XP Professional Submission from: (NULL) (24.147.191.250) pchisq(0,0,ncp=lambda) returns 0 instead of exp(-lambda/2) pchisq(x,0,ncp=lambda) returns NaN instead of exp(-lambda/2)*(1 + SUM_{r=0}^infty ((lambda/2)^r / r!) pchisq(x, df + 2r)) qchisq(.7,0,ncp=1) returns 1.712252 instead of 0.701297103 qchisq(exp(-1/2),0,ncp=1) returns 1.238938

Hello! I have a problem with integrate() in my function nctspa(). Integrate produces an error message "evaluation of function gave a result of wrong length". I don't know what that means. Could anyone suggest me what is wrong with my function? These are the examples of function calls that work OK: nctspa(a=1:10,n=5) nctspa(a=1:10, n=5, mu=2, theta=3, renorm=0) This does not work:

Full_Name: Jerry W. Lewis Version: 2.10.1 OS: Windows XP Professional Submission from: (NULL) (198.180.131.21) In the line "The quantile is right continuous: qpois(q, lambda) is the smallest integer x such that P(X <= x) >= q." "q" is used as a probability when the Arguments section defines it to be a quantile. Also there are some representation problems where the

Hello Everyone, I've been told that the memory allocation in R and S-Plus is different, with R being better at doing simulations for whatever reason(s). I was wondering if anyone could enlighten me on the differences in the memory usage/allocation (preferably in layman's terms!). The reason I ask this is because of a simulation I am trying to run. In it, I need to use the pt( )

While I agree that the reported results from Mathematica have only 10-13 correct digits, that does not mean that pt() in R is any better for these calculations. For instance the following three calculations are mathematically equivalent, but pt() disagrees at the 13th figure in R v2.6.2 pt(1e-4,13) pf(1e-8,1,13)/2+0.5 pbeta(1/(1+13/1e-8),.5,6.5)/2+0.5 Using 1/(1+n/x^2) and reversing the

choose(-5,-7) uses integer arguments (as specified in Help) and returns a numeric value that is incorrect. Either the function or the documentation should be fixed. If the function is not fixed, a warning or an error would be helpful. The fact that choose(n,k) usually returns choose(n,round(k,0)) is not obvious from either the output or the documentation. I suggest issuing a warning when

Dear R-users, I am wondering whether R implements a function returning the non central parameter of a t distribution (equivalent of the TnoncT function from SAS), given /x/ a value from a t distribution, /df /the degrees of freedom and /p/ the probability of x under this distribution. Thanks a lot, Matthieu -- Matthieu Dubois, /Ph.D/. /Student/ Cognitive Neuroscience Unit, UCL,

I sent a message a couple days ago about doing calculations for power of the ANOVA. Several people got back to me very quickly which I really appreciated. I'm working now on a similar problem, but instead of a balanced ANOVA, I have an unbalanced one. The first part of the question was: You assume that the within-population standard deviations all equal 9. You set the Type 1 error rate at á

Hi everybody, I tried to analyze a custom Affymetrix 3'-biased Array. So I wanted to make a cdf package. (My CDF file size is 1.12Go). I tried several methods but the same error occured Method 1 > #Set the working directory > setwd("D:/Analyse R/Cel files") > #library to create cdf env > library("makecdfenv") >#Create cdf environment >pkgpath

Dear all, I have define a discrete distribution P(y_i=x_i)=p_i, which I want to plot a CDF plot. However, I can not find a function in R to draw it for me after searching R and R-archive. I only find the one for the sample CDF instead my theoretical one. I find stepfun can do it for me, however, I want to plot some different CDF with same support x in one plot. I can not manage how to do it with

Good Afternoon, I'm trying to create a cdf plot, with the following code. It works well, but I have little doubt, if you can help solve. When I create the plot, like the graph line would still not appear with point #cdf x<-table(Dataset$Apcode) View(s) hist(s) *plot(ecdf(x))* x<-1 37607 2 26625 3 5856 4 25992 5 30585 6 16064 7 9850 .. ... .. 186 52 -- View this message in

Hi all, I'm working with data to which I'm fitting three-parameter weibull distributions (shape, scale & shift). The data are of low sample sizes (between 10 and 80 observations), so I'm reluctant to check my fits using chi-square (also, I'd like to avoid bin choice issues). I'd use the Kolmogorov-Smirnov test, but of course this is invalid when the distribution

Given f, a pdf over a finite interval, is there any existing R function that can efficiently tabulate the cumulative distribution function for f, or produce all N+1 quantiles of the form i/N? "Efficiently" here means better than doing repeated integrations for each point.

Hi, I would like to overlap the cdf curve for observed and generated data  Here is my code: plot(cdf,main ="CDF of the sum for winter season-Hume",cex.axis=1.2,xlab="Rainfall (mm)", xaxs="i",yaxs="i",col=c("black","red"), lty=c(1,1),ylab="Cumulative probability", xlim=c(0,800),lwd=1) lines(ecdf(datobs))