Andrew Robinson <[EMAIL PROTECTED]> writes: > Greetings all, > > I'm trying to figure out how to calculate the inverse CDF (i.e. a > quantile) for a non-central F distribution. I could put together a quick > numerical solver routine using the CDF, but I wonder if there's a function > that I've missed that would be more efficient?
If we had one, then there would have been an 'ncp' argument to qf().... In my experience, uniroot() gets you there fast enough in most cases: > uniroot(function(x)pf(x,ncp=3,4,20)-.995,c(0,1000))$root [1] 8.301055 (BTW: That chased up a few buglets: > pf(Inf,ncp=3,4,20) [1] NaN Warning message: NaNs produced in: pnf(q, df1, df2, ncp, lower.tail, log.p) Whereas > pf(Inf,4,20) [1] 1 which would also be a sensible result in the noncentral case. Also -- and what I was trying -- it would be great if uniroot accepted infinite limits, but it doesn't. Shouldn't be too hard...) -- O__ ---- Peter Dalgaard Blegdamsvej 3 c/ /'_ --- Dept. of Biostatistics 2200 Cph. N (*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918 ~~~~~~~~~~ - ([EMAIL PROTECTED]) FAX: (+45) 35327907 ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
