Full_Name: Long Qu
Version: 2.3.1
OS: Windows XP
Submission from: (NULL) (64.113.93.235)
The QQ-plot of two versions of simulating noncentral F-distributed random
numbers has quite different scales:
> qqplot(rf(1000,2,15,3),qf(runif(1000),2,15,3))
The rf() function reads:
> rf
function (n, df1, df2, ncp = 0)
{
if (ncp == 0)
.Internal(rf(n, df1, df2))
else rchisq(n, df1, ncp = ncp)/rchisq(n, df2)
}
<environment: namespace:stats>
where I believe both the numerator and the denominator should be divided by
their corresponding degrees of freedom.
My suggested (slighly augmented) version is:
> rf=
function (n, df1, df2, ncp1 = 0, ncp2=0)
{
if (ncp1 == 0 && ncp2==0)
.Internal(rf(n, df1, df2))
else if (ncp2==0)
(rchisq(n, df1, ncp = ncp1)/df1)/(rchisq(n, df2)/df2)
else (rchisq(n, df1, ncp = ncp1)/df1)/(rchisq(n, df2, ncp=ncp2)/df2)
}
which incorporated both singly and doubly noncentral F-distribution.
> version
_
platform i386-pc-mingw32
arch i386
os mingw32
system i386, mingw32
status
major 2
minor 3.1
year 2006
month 06
day 01
svn rev 38247
language R
version.string Version 2.3.1 (2006-06-01)
Regards,
Long Qu
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