Hi

For bureaucratic reasons beyond my control I need to rewrite an R function 
(for producing operating characteristic curves) as an Splus function  ( 
version 6 , windows XP ).

The R function makes extensive use of the fact that the student's t 
distribution function  pt()  has a non-centrality parameter built in ... 
sadly that parameter is not present in the Splus pt() function .

However, the Splus f distribution function pf() does have such a parameter 
, so I have tried to write my own non-central version of pt() based around 
 pf() , using the relationship between the t and F distributions.

Unfortunately my success has been limited  ... I can only get correct 
probabilities for part of the range of the quantile space , failing when 
the quantile becomes small ... and I'm beginning to wonder whether it's 
actually possible to do what I want at all , given that the range of x in 
F(x) is [ 0:Inf ] while that in t(x) is [-Inf , Inf ] , and the 
non-central t  distribution is not symmetric ...

Do any wiser heads than mine have any experience or advice to offer   ... 
?

        thanks          Bob Kinley

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