From: Long Qu <longeregnol_at_yahoo.com.cn>

Date: Sat 01 Jul 2006 - 02:46:14 EST

ÇÀ×¢ÑÅ»¢Ãâ·ÑÓÊÏä-3.5GÈÝÁ¿£¬20M¸½¼þ£¡

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 Received on Sat Jul 01 04:00:57 2006

Date: Sat 01 Jul 2006 - 02:46:14 EST

Thank you very much for your kind reply. It solved the problem of rt( ). :D

But it seems that the qt( ) also have problems:
I modified the rt( ) function as you suggested,
rt <- function (n, df, ncp = 0)

{

if (ncp == 0)

.Internal(rt(n, df))

else rnorm(n, ncp)/sqrt(rchisq(n, df)/df)
}

Then I increase the number of random variables to 10000, and made a QQ-plot: > qqplot(rt(10000,df=20,ncp=3),qt(runif(10000),df=20,ncp=3))

I've got some spurious points at lower-left corner. It seems that qt( ) results were truncated.

I also tried this with another df and ncp:
> pt(-.75,df=2,ncp=1)

[1] 0.05726429

*> sum(qt(1:10000/10001,df=2,ncp=1)< -.75)
*

[1] 0

where I'd expected the last number should be > 550 or so, not 0.

Thanks again, the modified rt( ) is now OK for my work. Long

Thomas Lumley <tlumley@u.washington.edu> wrote£º On Fri, 30 Jun 2006, Long Qu wrote:

> Hi there:

*>
**> I'd thought these two versions of noncentral t-distribution are essentially the same:
**> > qqplot(rt(1000,df=20,ncp=3),qt(runif(1000),df=20,ncp=3))
**>
**> But, the scales of the x-axis and the y-axis are quite different according to the QQ-plot.
**>
**> Did I make any mistakes somewhere?
**>
*

No, I think we did.

We have

*> rt
*

function (n, df, ncp = 0)

{

if (ncp == 0)

.Internal(rt(n, df))

else rnorm(n, ncp)/(rchisq(n, df)/sqrt(df))
}

and the rchisq() in the denominator should be inside the sqrt().

-thomas

ÇÀ×¢ÑÅ»¢Ãâ·ÑÓÊÏä-3.5GÈÝÁ¿£¬20M¸½¼þ£¡

[[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 Received on Sat Jul 01 04:00:57 2006

Archive maintained by Robert King, hosted by
the discipline of
statistics at the
University of Newcastle,
Australia.

Archive generated by hypermail 2.1.8, at Sat 01 Jul 2006 - 04:15:58 EST.

*
Mailing list information is available at https://stat.ethz.ch/mailman/listinfo/r-help.
Please read the posting
guide before posting to the list.
*