Doubly Noncentral F Distribution function

Version 1.0.0.0 (3.94 KB) by Joshua Carmichael
Computes saddle-point approximation to F-distribution
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Updated 26 Feb 2014

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Computes a saddle point approximation for the PDF of the doubly noncentral
F distribution. Code is produced from "Intermediate Probability" by Marc S.
Paolella, 2007, page 368, Listing 10.9 - 10.10. NOTE: The integral
normalization is slightly greater than 1 due to the saddle point
approximation. Recommendation: normalize with quad.
USAGES
f = SPncfpdf(xords,n1,n2,theta1,theta2,acclevel)

Cite As

Joshua Carmichael (2026). Doubly Noncentral F Distribution function (https://www.mathworks.com/matlabcentral/fileexchange/45700-doubly-noncentral-f-distribution-function), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2009b
Compatible with any release
Platform Compatibility
Windows macOS Linux
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Version Published Release Notes
1.0.0.0