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NCTCDFVW

version 1.4 (6.81 KB) by

Alternative algorithm for computing the CDF of the noncentral Student's t-distribution

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P = NCTCDFVW(X,NU,NCP,TAIL) returns the cummulative distribution function (CDF) of the noncentral T distribution with NU degrees of freedom and the non-centrality parameter NCP, at the values X.

NCTCDFVW is suggested for computing extreme tail probabilities of the non-central T distribution with large noncentrality parameter.

The CDF is computed by the GAUSS-KRONOD (non-adaptive) quadrature.

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Updates

1.4

Improved integration limits and precision.

1.2

Fixed some minor bugs. Possibility to select different number of sub-intervals for integration.

MATLAB Release
MATLAB 8.0 (R2012b)
Acknowledgements

Inspired by: quadvgk

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