File Exchange

image thumbnail

Doubly Noncentral F Distribution function

version 1.0.0.0 (3.94 KB) by Joshua Carmichael
Computes saddle-point approximation to F-distribution

2 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 (2021). Doubly Noncentral F Distribution function (https://www.mathworks.com/matlabcentral/fileexchange/45700-doubly-noncentral-f-distribution-function), MATLAB Central File Exchange. Retrieved .

Comments and Ratings (2)

Khac-Hoang Ngo

Integrating this function from 0 to Inf yields 1.7359 > 1. There should be mistake somewhere.

Brian Iwatake

Try plot (x >= 0):
SPncfpdf(x, 1, 3, 0, 0)
SPncfpdf(x, 1, 4, 0, 0)
SPncfpdf(x, 1, 5, 0, 0)
SPncfpdf(x, 2, 5, 0, 0)
SPncfpdf(x, 1, 6, 0, 0)
SPncfpdf(x, 2, 6, 0, 0)
These and other plots show negative values. This should not be.

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!