quantile function for noncentral f-distribution
On Tue, 9 Jan 2001, Juergen Hedderich wrote:
hello R-friends, I'm looking for a quantile function for the noncentral f-distribution in the area of equivalence hypotheses testing. Can somebody help me?
Since pf has a non-centrality parameter, you can easily invert it.
myqf <- function(p, df1, df2, ncp)
{
uniroot(function(x) pf(x, df1, df2, ncp) - p, , 0, 100)$root
}
adjust 100 to suit (one can surely come up with an useful computed upper
bound if ncp might be large), and add a tol arg to uniroot if you care.
Many thanks
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Dipl. Inform. J. Hedderich
Institut für Medizinische Informatik Phone : 0431 /
5973182
und Statistik im Klinikum an der CAU Fax : 0431 / 5973193
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10
24105 Kiel
E-mail:hedderich at medinfo.uni-kiel.de
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