hi all;
I want to write the density function for the doubly non-central F
distribution using Rcpp. The algorithm (from Paolella's Intermediate
Probability, listing 10.8) computes the weighted sum of the PDF function of
the singly non-central F distribution. This is available in R via df; the
internal df function is apparently
function (x, df1, df2, ncp, log = FALSE)
{
if (missing(ncp))
.External(C_df, x, df1, df2, log)
else .External(C_dnf, x, df1, df2, ncp, log)
}
Is it possible to call this C_dnf from Rcpp? One thought I had was to use
Rinside, but I want to avoid that overhead if possible.
cheers,
--
--sep
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