pchisqnc {hpower}R Documentation

Noncentral Chi-square Distribution

Description

Using the first terms in the series expansion 26.4.25 in Abramowitz and Stegun, compute the probability integral of the noncentral chi-square distribution.

Usage

pchisqnc(q, df, lm, iprec=c(6))

Arguments

q vector of quantiles.
df vector of 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 chi-square variable with degrees of freedom df and noncentrality parameter lm is less than q.

NOTE

Let n be the length of the longest of q, df and lm. If any of q, df 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.

Author(s)

Daniel F. Heitjan <dheitjan@peter.cpmc.columbia.edu>, R-port by Stefan Funke <funke@attglobal.net>

References

Milton Abramowitz and Irene A. Stegun, Handbook of Mathematical Functions, p. 942, Dover, 1970.

See Also

pfnc , pchisq