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