Re: [Rd] noncentral F-distributed random numbers (PR#9055)

From: Thomas Lumley <tlumley_at_u.washington.edu>
Date: Mon 03 Jul 2006 - 18:04:43 GMT

On Sat, 1 Jul 2006, longor@iastate.edu wrote:
>
> The rf() function reads:
>> rf
> function (n, df1, df2, ncp = 0)
> {
> if (ncp == 0)
> .Internal(rf(n, df1, df2))
> else rchisq(n, df1, ncp = ncp)/rchisq(n, df2)
> }
> <environment: namespace:stats>
>
> where I believe both the numerator and the denominator should be divided by
> their corresponding degrees of freedom.
>

Yes. Fixed for 2.4.0.

I didn't add a denominator non-centrality parameter, since we don't have code for qf, pf, or df for the doubly non-central distribution.

         -thomas



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