ncg (version 0.1.1)

deltagammanc: Computes the noncentrality parameter delta of the noncentral gamma function

Description

Computes the noncentrality parameter delta of the noncentral gamma function: $$I_x(\alpha, \delta) = P(X\le x)= \sum_{i=0}^\infty \frac{e^{-\delta/2}(\delta/2)^i}{i!} I_x(\alpha+i)$$ where $I_x(\alpha)$ is the central incomplete gamma function, $\alpha>0$, $\delta>0$, $x\ge 0$.

Usage

deltagammanc(x, alpha, p)

Arguments

x

a vector of positive quantiles.

alpha

a vector of the noncentral gamma parameter, alpha > 0.

p

a vector of cumulative probability values.

References

Oliveira, IRC; Ferreira, DF Computing the noncentral gamma distribution, its inverse and the noncentrality parameter. Computational Statistics. Submmited for publications. 2012.

See Also

Package homepage:

Examples

library(ncg)
x     <- c(1.80, 4.98, 7.74)
alpha <- c(1.4, 2.3, 0.7)
p     <- c(0.30, 0.80, 0.75)
deltagammanc(x, alpha, p)
# single values example
deltagammanc(8.0, 1.1, 0.95)