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<?xml version="1.0" encoding="ISO-8859-1" standalone="no"?>
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<!DOCTYPE MAN SYSTEM "../../manrev.dtd">
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<LANGUAGE>eng</LANGUAGE>
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<TYPE>Scilab Function</TYPE>
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<SHORT_DESCRIPTION name="cdffnc"> cumulative distribution function non-central f-distribution</SHORT_DESCRIPTION>
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<CALLING_SEQUENCE_ITEM>[P,Q]=cdffnc("PQ",F,Dfn,Dfd,Pnonc) </CALLING_SEQUENCE_ITEM>
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<CALLING_SEQUENCE_ITEM>[F]=cdffnc("F",Dfn,Dfd,Pnonc,P,Q); </CALLING_SEQUENCE_ITEM>
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<CALLING_SEQUENCE_ITEM>[Dfn]=cdffnc("Dfn",Dfd,Pnonc,P,Q,F); </CALLING_SEQUENCE_ITEM>
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<CALLING_SEQUENCE_ITEM>[Dfd]=cdffnc("Dfd",Pnonc,P,Q,F,Dfn) </CALLING_SEQUENCE_ITEM>
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<CALLING_SEQUENCE_ITEM>[Pnonc]=cdffnc("Pnonc",P,Q,F,Dfn,Dfd); </CALLING_SEQUENCE_ITEM>
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<PARAM_NAME>P,Q,F,Dfn,Dfd,Pnonc</PARAM_NAME>
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<SP>: six real vectors of the same size.</SP>
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<PARAM_NAME>P,Q (Q=1-P) </PARAM_NAME>
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<SP>The integral from 0 to F of the non-central f-density. Input range: [0,1-1E-16).</SP>
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<PARAM_NAME>F</PARAM_NAME>
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<SP>: Upper limit of integration of the non-central f-density. Input range: [0, +infinity). Search range: [0,1E300]</SP>
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<PARAM_NAME>Dfn</PARAM_NAME>
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<SP>: Degrees of freedom of the numerator sum of squares. Input range: (0, +infinity). Search range: [ 1E-300, 1E300]</SP>
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<PARAM_NAME>Dfd</PARAM_NAME>
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<SP>: Degrees of freedom of the denominator sum of squares. Must be in range: (0, +infinity). Input range: (0, +infinity). Search range: [ 1E-300, 1E300]</SP>
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<PARAM_NAME>Pnonc</PARAM_NAME>
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<SP>: The non-centrality parameter Input range: [0,infinity) Search range: [0,1E4]</SP>
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Calculates any one parameter of the Non-central F
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distribution given values for the others.</P>
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Formula 26.6.20 of Abramowitz and Stegun, Handbook of
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Mathematical Functions (1966) is used to compute the cumulative
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distribution function.</P>
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Computation of other parameters involve a seach for a value that
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produces the desired value of P. The search relies on the
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monotinicity of P with the other parameter.</P>
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The computation time required for this routine is proportional
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to the noncentrality parameter (PNONC). Very large values of
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this parameter can consume immense computer resources. This is
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why the search range is bounded by 10,000.</P>
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The value of the cumulative noncentral F distribution is not
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necessarily monotone in either degrees of freedom. There thus
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may be two values that provide a given CDF value. This routine
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assumes monotonicity and will find an arbitrary one of the two
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From DCDFLIB: Library of Fortran Routines for Cumulative Distribution
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Functions, Inverses, and Other Parameters (February, 1994)
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Barry W. Brown, James Lovato and Kathy Russell. The University of