Doubly Noncentral F Distribution function

Version 1.0.0.0 (3.94 KB) by Joshua Carmichael
Computes saddle-point approximation to F-distribution
0.0
(0)
302 Downloads
Updated 26 Feb 2014

View License

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 (2024). 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

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Version Published Release Notes
1.0.0.0