NCTCDFVW

Version 1.5.0.0 (6.76 KB) by Viktor Witkovsky
Alternative algorithm for computing the CDF of the noncentral Student's t-distribution
3.7
(3)
293 Downloads
Updated 5 Apr 2022

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P = NCTCDFVW(X,NU,NCP,TAIL) returns the cummulative distribution function (CDF) of the noncentral T distribution with NU degrees of freedom and the non-centrality parameter NCP, at the values X.
NCTCDFVW is suggested for computing extreme tail probabilities of the non-central T distribution with large noncentrality parameter.
The CDF is computed by the GAUSS-KRONOD (non-adaptive) quadrature.

Cite As

Viktor Witkovsky (2024). NCTCDFVW (https://www.mathworks.com/matlabcentral/fileexchange/41790-nctcdfvw), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2012b
Compatible with any release
Platform Compatibility
Windows macOS Linux
Acknowledgements

Inspired by: quadvgk

Inspired: ToleranceFactor

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Version Published Release Notes
1.5.0.0

Corrected errors
1.4.0.0

Improved integration limits and precision.
1.2.0.0

Fixed some minor bugs. Possibility to select different number of sub-intervals for integration.
1.0.0.0