[R] quantile function for noncentral f-distribution

[Prof Brian Ripley]

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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-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272860 (secr)
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