Re: [R] [S] non-central t : R v.Splus

From: Dimitris Rizopoulos <dimitris.rizopoulos_at_med.kuleuven.be>
Date: Wed 14 Sep 2005 - 23:42:10 EST

I think that you might find the following usefull:

http://www.biostat.wustl.edu/archives/html/s-news/2002-11/msg00079.html

I hope this helps.

Best,
Dimitris



Dimitris Rizopoulos
Ph.D. Student
Biostatistical Centre
School of Public Health
Catholic University of Leuven

Address: Kapucijnenvoer 35, Leuven, Belgium

Tel: +32/16/336899
Fax: +32/16/337015
Web: http://www.med.kuleuven.be/biostat/
     http://www.student.kuleuven.be/~m0390867/dimitris.htm


> 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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