[R] Doubly Non-Central F-Distribution

Spencer Graves spencer.graves at pdf.com
Sat Mar 4 22:08:56 CET 2006

	  I agree that it would be nice to have a doubly non-central F 
distribution available, and an exchange on this list from last November 
suggested that the singly non-central F may not be that accurate 
(http://tolstoy.newcastle.edu.au/R/help/05/11/14871.html).  A brief web 
search suggested two possible ways to overcome this issue:

	  (1) Paolella & Butler (1999) describe a new algorithm for 
"Calculating the Density and Distribution Function of a Singly and 
Doubly Noncentral F Random Variable" 
(http://fmwww.bc.edu/cef99/papers/Paolella.pdf).  With luck, the authors 
might provide the code in a form that might support easy linkage to R.

	  (2) You mentioned Dataplot.  It should be possible to build a gateway 
between R and Dataplot or to link R to the DNFPDF Dataplot function 

According to the offical Dataplot web page, "Dataplot is a free, 
public-domain, multi-platform (Unix, VMS, Linux, Windows 
95/98/ME/XP/NT/2000, etc.) software system" 
(http://www.itl.nist.gov/div898/software/dataplot).  With luck, the 
authors might find some limited time to help in such an effort.

	  I don't have the time to do any of this myself, but if you made 
inquiries and tried something, I believe you should be able to find help 
from this listserve.

	  Hope this helps.
	  spencer graves

LI Haixia wrote:
> Dear Professor
> I have read your questions in the website on Doubly non-central
> F-distribution. I am looking for source code for evaluating this
> function now. I have matlab code but it's only accurate up to the 4th
> decimal point. Dataplot is more accurate, but it is not user friendly as
> you only can evaluate one function at a time. So I would like to know do
> you have found any R code for evaluating doubly non-central
> F-distribution. If so, can you share it with me?
> Thanks a million in advance!
> Best regards
> Haixia
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