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pi0 (version 1.3-250)

dt.sad and pt.sad: Saddle Point Approximation of noncentral t-distribution

Description

Density and cumulative distribution function of noncentral t-distribution

Usage

dt.sad(x, df, ncp = 0, log = FALSE, normalize = c("approximate", "derivative", "integral", "none"), epsilon = 1e-04)
pt.sad(q, df, ncp = 0, log = FALSE, epsilon = 1e-04)

Arguments

x, q
numeric vector of quantiles
df
numeric vector of degrees of freedom
ncp
numeric vector of noncentrality parameter
log
logical; whether log should be taken.
epsilon
a small numeric scalar; if the difference between q and ncp is closer than this, results will be computed differently.
normalize
the way to normalize the approximate density so that it is closer to a true density.

Value

  • dt.sad returns density; pt.sad returns the probability.

References

Broda, Simon and Paolella, Marc S. 2007. Saddlepoint approximations for the doubly noncentral t distribution, Computational Statistics & Data Analysis, 51,6, 2907-2918.

See Also

dt.int2, dt.lap, dt