\name{dt.int2} \Rdversion{1.1} \alias{dt.int2} %- Also NEED an '\alias' for EACH other topic documented here. \title{INTerpolation of INTeger degrees of freedom noncentral t-density } \description{This funciton evaluates the noncentral t-density using an iterative procedure for integer degrees of freedom. This is much faster than two calls to the \code{pt} approach. For non-integer degrees of freedom, the polynomial interpolation is used to approximate the density. %% ~~ A concise (1-5 lines) description of what the function does. ~~ } \usage{ dt.int2(x, df, ncp, log = FALSE, ndiv = 8) } %- maybe also 'usage' for other objects documented here. \arguments{ \item{x}{A numeric vector of quantiles %% ~~Describe \code{x} here~~ } \item{df}{A numeric vector degrees of freedom %% ~~Describe \code{df} here~~ } \item{ncp}{A numeric vector of noncentrality parameters %% ~~Describe \code{ncp} here~~ } \item{log}{logical; if \code{TRUE}, log densities are returned. %% ~~Describe \code{log} here~~ } \item{ndiv}{numeric; the number of points used for polynomial interpolation %% ~~Describe \code{ndiv} here~~ } } \details{This function uses the iterative relation for the integral in the noncentral t-density. It starts with \code{df=0} and \code{df=1}, and then iteratively computes the integral for larger \code{df}. For non-integer \code{df}, it uses \code{ndiv} nearest points to perform a divided difference polynomial interpolation approximation. For integer \code{df}, this function is about 2 to 3 times faster than \code{dt} function and is exact. %% ~~ If necessary, more details than the description above ~~ } \value{A numeric vector of densities. %% ~Describe the value returned %% If it is a LIST, use %% \item{comp1 }{Description of 'comp1'} %% \item{comp2 }{Description of 'comp2'} %% ... } %\references{ %Qu, Nettleton, Dekkers. Improved Estimation of the Noncentrality Parameter Distribution from a Large Number of $t$-statistics, with Applications to False Discovery Rate Estimation in Microarray Data Analysis. (unpublished) %} \author{Long Qu %% ~~who you are~~ } %\note{ %%% ~~further notes~~ %} %% ~Make other sections like Warning with \section{Warning }{....} ~ \seealso{\code{\link{dtn.mix}}, \code{\link{dt}}, \code{\link{dt.lap}}, \code{\link{dt.sad}}, \code{\link{mTruncNorm}} %% ~~objects to See Also as \code{\link{help}}, ~~~ } %\examples{ %} % Add one or more standard keywords, see file 'KEYWORDS' in the % R documentation directory. \keyword{ distribution }% __ONLY ONE__ keyword per line