[R] Doubly Non-Central F-Distribution
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.
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
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