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I noticed that sadists's pdf and cdf estimates for the K' distribution are quite inacurate when degrees of freedom are small. This is visible, for e.g., n1=9 and n2=8 with noncentrality parameter = 1:
Things are worse when the noncentrality parameter is increased to 9:
I tried changing the parameter order.max, but it does not seems to be improving the results, and for order.max beyond 15, the functions returns NaN only.
Is there a possibility to increase a MAXITER parameter or a TOLerance parameter that would improve the estimates? Is it possible to have such arguments accessible in the R function? (in addition to order.max)
I tested the FORTRAN files from Poitevineau and Lecoutre (2010) and they seemingly return very accurate estimates for any sample sizes (TOL must be at least 10.e-6 and MAXITER, 10000). Sadly, they do not possess a r (random number generator) component.
Denis.
The text was updated successfully, but these errors were encountered:
Hello,
I noticed that sadists's pdf and cdf estimates for the K' distribution are quite inacurate when degrees of freedom are small. This is visible, for e.g., n1=9 and n2=8 with noncentrality parameter = 1:
Things are worse when the noncentrality parameter is increased to 9:
I tried changing the parameter order.max, but it does not seems to be improving the results, and for order.max beyond 15, the functions returns NaN only.
Is there a possibility to increase a MAXITER parameter or a TOLerance parameter that would improve the estimates? Is it possible to have such arguments accessible in the R function? (in addition to order.max)
I tested the FORTRAN files from Poitevineau and Lecoutre (2010) and they seemingly return very accurate estimates for any sample sizes (TOL must be at least 10.e-6 and MAXITER, 10000). Sadly, they do not possess a r (random number generator) component.
Denis.
The text was updated successfully, but these errors were encountered: