[Rd] noncentral F-distributed random numbers (PR#9055)
Thomas Lumley
tlumley at u.washington.edu
Mon Jul 3 20:04:43 CEST 2006
On Sat, 1 Jul 2006, longor at iastate.edu wrote:
>
> The rf() function reads:
>> rf
> function (n, df1, df2, ncp = 0)
> {
> if (ncp == 0)
> .Internal(rf(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.
>
Yes. Fixed for 2.4.0.
I didn't add a denominator non-centrality parameter, since we don't have
code for qf, pf, or df for the doubly non-central distribution.
-thomas
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