Density function for non-central t distribution
At 19:01 19-08-2003 +0200, Martin Maechler wrote:
So, this is a donation to the R project, right?
Yep. That's exactly right.
We'll need some experiments to check if it's ok.
I'll try some plausibility checks and then plan to compare
pt(*, ncp= NN) with integrate("dt(*, ncp=NN)").
Sure. Let me know if I can help in any way with constructing verification tests. Claus