distributions
Class CDF_nct_Amos

java.lang.Object
  |
  +--distributions.CDF_nct_Amos
All Implemented Interfaces:
Fzero_methods, Gaus8_fcn

public class CDF_nct_Amos
extends java.lang.Object
implements Gaus8_fcn, Fzero_methods

This class contains Java translations of FORTRAN routines written by Don Amos and S.L. Daniel to calculate the noncentral T cumulative distribution function.


Constructor Summary
CDF_nct_Amos()
           
 
Method Summary
 double f_to_integrate(double x)
           
 double f_to_zero(double x)
           
static double fnct_inv(double p, double delta, double dof)
          This method calculates the inverse of the noncentral T cumulative distribution function.
static double fnct(double x, double delta, double dof)
          This method calculates the noncentral T cumulative distribution function.
static void tha(double h, double a, double[] rel, double[] ans)
          This method calculates the t(h,a) integral of Owen.
 
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 

Constructor Detail

CDF_nct_Amos

public CDF_nct_Amos()
Method Detail

fnct

public static double fnct(double x,
                          double delta,
                          double dof)
This method calculates the noncentral T cumulative distribution function. It is a Java translation of the public domain FORTRAN routine fnct written by Don Amos and S.L. Daniel. Steve Verrill translated the FORTRAN code (a write date of September, 1972, and a modification date of July, 1991) into Java. This translation was performed on February 17, 2001.

Parameters:
x - The method returns the value of the noncentral T cumulative distribution function at x.
delta - The noncentrality parameter
dof - The degrees of freedom

fnct_inv

public static double fnct_inv(double p,
                              double delta,
                              double dof)
This method calculates the inverse of the noncentral T cumulative distribution function. It uses the fzero zero-finding routine and the fnct noncentral T cumulative distribution function. It was written by a statistician rather than a numerical analyst. When a noncentral T inverse function written in Java by a numerical analyst becomes available, it should be used rather than this routine.

Parameters:
p - The method returns the x value for which CDF_nct(delta,dof)(x) = p.
delta - The noncentrality parameter
dof - The degrees of freedom

tha

public static void tha(double h,
                       double a,
                       double[] rel,
                       double[] ans)
This method calculates the t(h,a) integral of Owen. It is a Java translation of the public domain FORTRAN routine tha (dated January, 1975) written by Don Amos and S.L. Daniel. Steve Verrill translated the FORTRAN code into Java in February of 2002.

Parameters:
h -
a -

f_to_integrate

public double f_to_integrate(double x)
Specified by:
f_to_integrate in interface Gaus8_fcn

f_to_zero

public double f_to_zero(double x)
Specified by:
f_to_zero in interface Fzero_methods