[Rd] Density function for non-central t distribution
Martin Maechler
maechler at stat.math.ethz.ch
Tue Aug 19 20:01:17 MEST 2003
>>>>> "Claus" == Claus Ekstroem <claus at ekstroem.dk>
>>>>> on Wed, 16 Jul 2003 09:35:50 +0200 writes:
Claus> Hi, I've written some C code for density evaluation
Claus> of the non-central t distribution. It works with the
Claus> R-1.7.1 source code if placed in the src/nmath
Claus> directory and after appropriate changes are made to
Claus> Makefiles, to the dt function in
Claus> src/library/base/R/distn.R etc. I haven't read a lot
Claus> of R source code so it may need some R-ification, but
Claus> I've tried to use the dt.c file as a standard.
Claus> Use and abuse.
Claus> Claus
So, this is a donation to the R project, right?
I'm about to incorporate it into R-devel which will become R
1.8.0 in October.
Claus> <<<<< file dnt.c -- skipped here -- >>>>>
That looks pretty good.
We'll need some experiments to check if it's ok.
I'll try some plausibility checks and then plan to compare
pt(*, ncp= NN) with integrate("dt(*, ncp=NN)").
Thanks again for your contribution -- in the name of the R community!
Claus> *****************************************
Claus> Claus Thorn Ekstrøm <ekstrom at dina.kvl.dk>
Claus> Dept of Mathematics and Physics, KVL
Claus> Thorvaldsensvej 40
Claus> DK-1871 Frederiksberg C
Claus> Denmark
Claus> Phone:[+45] 3528 2341
Claus> Fax: [+45] 3528 2350
Martin Maechler <maechler at stat.math.ethz.ch> http://stat.ethz.ch/~maechler/
Seminar fuer Statistik, ETH-Zentrum LEO C16 Leonhardstr. 27
ETH (Federal Inst. Technology) 8092 Zurich SWITZERLAND
phone: x-41-1-632-3408 fax: ...-1228 <><
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