[R]: Noncentral F distribution

Douglas Bates bates at stat.wisc.edu
Mon Feb 14 22:58:19 CET 2000

Kenneth Cabrera <krcabrer at epm.net.co> writes:

> How can I calculate the Noncentral F distribution?
> I need to calculate the probability of the error type II or the Power of some
> experiment design.

In 0.99.0 the pf function takes an argument ncp, which is the
noncentrality parameter.

FDist                  package:base                  R Documentation

The F Distribution


     Density, distribution function, quantile function and random
     generation for the F distribution with `df1' and `df2' degrees of
     freedom (and optional non-centrality parameter `ncp').


     df(x, df1, df2, log = FALSE)
     pf(q, df1, df2, ncp=0, lower.tail = TRUE, log.p = FALSE)
     qf(p, df1, df2,        lower.tail = TRUE, log.p = FALSE)
     rf(n, df1, df2)


    x, q: vector of quantiles.

       p: vector of probabilities.

       n: number of observations to generate.

df1, df2: degrees of freedom.

     ncp: non-centrality parameter.

log, log.p: logical; if TRUE, probabilities p are given as log(p).

lower.tail: logical; if TRUE (default), probabilities are P[X <= x],
          otherwise, P[X > x].
r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !)  To: r-help-request at stat.math.ethz.ch

More information about the R-help mailing list