Density and cumulative distribution function of noncentral t-distribution
dt.sad(x, df, ncp = 0, log = FALSE,
normalize = c("approximate", "derivative", "integral", "none"), epsilon = 1e-04)
pt.sad(q, df, ncp = 0, log = FALSE, epsilon = 1e-04)numeric vector of quantiles
numeric vector of degrees of freedom
numeric vector of noncentrality parameter
logical; whether log should be taken.
a small numeric scalar; if the difference between q and ncp is closer than this, results will be computed differently.
the way to normalize the approximate density so that it is closer to a true density.
dt.sad returns density; pt.sad returns the probability.
Broda, Simon and Paolella, Marc S. 2007. Saddlepoint approximations for the doubly noncentral t distribution, Computational Statistics & Data Analysis, 51,6, 2907-2918.