pfnc {hpower}R Documentation

Noncentral F Distribution

Description

Using the first terms in the series expansion 26.6.20 in Abramowitz and Stegun, compute the probability integral of the noncentral F distribution.

Usage

pfnc(q, df1, df2, lm, iprec=c(6))

Arguments

q vector of quantiles.
df1 vector of numerator degrees of freedom.
df2 vector of denominator degrees of freedom.
lm vector of noncentrality parameters.
iprec a parameter governing the precision of the answer; higher values lead to greater precision. The default is iprec=6. For large lm, the true answer will exceed the returned value by no more than 1-pnorm(iprec).

Value

probability that a noncentral F variable with numerator degrees of freedom df1, denominator degrees of freedom df2 and noncentrality parameter lm is less than q.

NOTE

Let n be the length of the longest of q, df1, df2 and lm. If any of q, df1, df2 and lm is of length less than n, then all values after the first in that vector are ignored. Only the first element of iprec is used.

References

Milton Abramowitz and Irene A. Stegun, Handbook of Mathematical Functions, p. 947, Dover, 1970.

See Also

pf, pchisqnc