The original question is attached at the end of this message ...

In the world of R the excellent  mvtnorm  package answers my original 
question and many more that I didn't know I needed to ask.

In the world of Splus ( version 6 , Windows XP )  this link :-
        
http://www.biostat.wustl.edu/archives/html/s-news/2002-11/msg00079.html
which was provided by Dimitris Rizopoulos, is useful.

Sadly in Splus there seems to be no library equivalent to the R mvtnorm 
package...

... unless someone out there has ported it, or has something similar up 
their sleeve ??

                cheers          Bob


----- Forwarded by Robert Kinley/EMA/LLY on 28/09/2005 17:35 -----

Robert Kinley <KINLEY_ROBERT@lilly.com> 
Sent by: r-help-bounces@stat.math.ethz.ch
14/09/2005 14:24

To
s-news@lists.biostat.wustl.edu, r-help@stat.math.ethz.ch
cc

Subject
[R] non-central t   : R v.Splus






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

                 [[alternative HTML version deleted]]

______________________________________________
R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide! 
http://www.R-project.org/posting-guide.html

	[[alternative HTML version deleted]]


