<< distfun_ncfcdf Noncentral F Distribution distfun_ncfpdf >>

distfun >> distfun > Noncentral F Distribution > distfun_ncfinv

distfun_ncfinv

Noncentral F Inverse CDF

Calling Sequence

x = distfun_ncfinv(p,v1,v2,delta)
x = distfun_ncfinv(p,v1,v2,delta,lowertail)

Parameters

p :

a matrix of doubles, the probability. Must be in the range [0,1].

v1 :

a matrix of doubles, numerator degrees of freedom, v1>0 (can be non integer).

v2 :

a matrix of doubles, denominator degrees of freedom, v2>0 (can be non integer).

delta :

a matrix of doubles, the noncentrality parameter, delta>=0

lowertail :

a 1-by-1 matrix of booleans, the tail (default lowertail=%t). If lowertail is true (the default), then considers P(X<=x) otherwise P(X>x).

x :

a matrix of doubles. x is real and x>=0.

Description

Computes the Inverse cumulative distribution function of the Noncentral F distribution function.

Any scalar input argument is expanded to a matrix of doubles of the same size as the other input arguments.

Caution This distribution is known to have inferior accuracy in some cases.

Examples

computed = distfun_ncfinv(0.7, 4, 12, 0.3)
expected = 1.4786561151681499

// Test with small value of p
computed = distfun_ncfinv(1.e-15,4, 12, 0.3)
expected = 3.342537766492919456D-07

Bibliography

http://en.wikipedia.org/wiki/Noncentral_F-distribution

Authors


Report an issue
<< distfun_ncfcdf Noncentral F Distribution distfun_ncfpdf >>