nctcdf

Description

Noncentral t cdf

Syntax

double nctcdf( const double dT, double df, double delta, int * nFail = NULL, int nMaxIter = 100 )

Parameters

dT

[intput] deviate from the Student's t-distribution

df

[input] degrees of freedom of the Student's t-distribution, . .

delta

[input] non-centrality parameter of the Student's t-distribution, .

nFail

[output] on successful exit, it returns the NAG error code NE_NOERROR; if an error or warning has been detected, then it returns the specific error or warning code.

nMaxIter

[input] Maximum number of iterations.

Return

Returns the value for cumulative distribution function for non-central T distribution

Examples

Ex1

void nctcdf_ex1()
{
        double dT[]= {0.25, 0.5, 0.75};
        double df = 3, delta = 1.2;
        for(int ii = 0; ii<3; ii++)
                printf("%f     %f      %f:     %f\n", dT[ii], df, delta, nctcdf(dT[ii],df,delta));
}

Remark

See Also

ncfcdf

header to Include

origin.h

Reference