[R] Doubly Non-Central F-Distribution

[Ken Kelley]

Hi Wolfgang.

I would be surprised if a doubly noncentral F-distribution function is 
available (and encourage you to check its accuracy if it is). Although R 
allows pf() to have a noncentral value specified, the results are not 
always accurate. I posted about this about a week ago (10/24/05) and 
didn't hear anything back regarding the accuracy issue. The bug I 
reported is here (# 8251): 
<http://viggo.kubism.ku.dk/cgi-bin/R/Accuracy?id=8251;user=guest>

I am very interested in (singularly) noncentral F-distribution 
functions, so I too would like to learn of a doubly noncentral 
F-distribution function (since the singularly noncentral F is a special 
case of the doubly noncentral F; or learn of an alternative or fix to 
pf() as it now stands).

Have a good day,
Ken

Viechtbauer Wolfgang (STAT) wrote:
> Hello All,
> 
> Has anyone written a function for the distribution function of a
> *doubly* non-central F-distribution? I looked through the archives, but
> didn't find anything. Thanks!
> 
> Wolfgang
> 
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-- 
Ken Kelley, Ph.D.
Inquiry Methodology Program
Indiana University
201 North Rose Avenue, Room 4004
Bloomington, Indiana 47405
http://www.indiana.edu/~kenkel