Noncentral T Distribution Functions

Functions to compute the probability density function, cumulative distribution function, and quantile function for the Noncentral T distribution.

Usage

non_central_t_pdf(x, df, delta)

non_central_t_lpdf(x, df, delta)

non_central_t_cdf(x, df, delta)

non_central_t_lcdf(x, df, delta)

non_central_t_quantile(p, df, delta)

Arguments

x

quantile

df

degrees of freedom (df > 0)

delta

noncentrality parameter (delta >= 0)

p

probability (0 <= p <= 1)

Value

A single numeric value with the computed probability density, log-probability density, cumulative distribution, log-cumulative distribution, or quantile depending on the function called.

See also

Boost Documentation for more details on the mathematical background.

Examples

# Noncentral T distribution with 3 degrees of freedom and noncentrality parameter 1
non_central_t_pdf(0, 3, 1)
#> [1] 0.2229319
non_central_t_lpdf(0, 3, 1)
#> [1] -1.500889
non_central_t_cdf(0, 3, 1)
#> [1] 0.1586553
non_central_t_lcdf(0, 3, 1)
#> [1] -1.841022
non_central_t_quantile(0.5, 3, 1)
#> [1] 1.091153