You cannot select more than 25 topics Topics must start with a letter or number, can include dashes ('-') and can be up to 35 characters long.

95 lines
2.6 KiB
Plaintext

7 months ago
*! version 1.0.1 TJS 9jun2000
program define nctinv, rclass
version 6.0
args p delta df
if "`p'" == "" {
di in gr "Syntax for " in wh "nctinv" _c
di in gr ", the inverse cumulative non-central t distribution, is:" _n
di in wh " nctinv " in gr "p delta df" _n
di in gr " where " in wh "p " in gr " is the probability"
di in wh " delta " in gr "is the noncentrality parameter"
di in wh " df " in gr " is the degrees of freedom" _n
di in wh " nctinv " in gr "computes " in wh "t'" in gr " such that" _c
di in gr " P(t<=" in wh "t'" in gr "| " in wh "delta" in gr ", " _c
di in wh "df" in gr ") = " in wh "p"
di in gr " and returns the value in result " _c
di in wh "r(t) " in gr "and global " in wh "S_1" in gr "."
global S_1 = .
return scalar t = .
exit 9
}
if `p' < 0 | `p' > 1 {
di in re "p must be between 0 and 1"
global S_1 = .
return scalar t = .
exit 498
}
if `df' != int(`df') | `df' < 1 {
di in re "degrees of freedom must be a positive integer"
global S_1 = .
return scalar t = .
exit 498
}
capture which ridder
if _rc == 111 {
di in re "nctinv requires installation of program ridder."
di in wh " (see STB-24, insert ssi5.4 for ridder)."
global S_1 = .
return scalar t = .
exit 111
}
capture which nctprob
if _rc == 111 {
di in re "nctinv requires installation of program nctprob."
di in wh " (contact T. J. Steichen at steicht@rjrt.com for nctprob)."
global S_1 = .
return scalar t = .
exit 111
}
local min = `delta' - 100 / (`df'^.44)
local max = `delta' + 100 / (`df'^.44)
if `p' < 0.5 { local max = `delta' }
else { local min = `delta' }
cap ridder nctprob X `delta' `df' returns macro S_1 = `p' /*
*/ from `min' to `max'
if _rc == 430 {
local min = $S_1 - 1
local max = $S_1 + 1
qui ridder nctprob X `delta' `df' returns macro S_1 = `p' /*
*/ from `min' to `max'
}
if _rc == 409 {
di in re "internal error in guessing range: solution not bounded."
di in wh " (please report this error to T. J. Steichen at "
di in wh " steicht@rjrt.com, along with command attempted)."
global S_1 = .
return scalar t = .
exit 409
}
if _rc == 198 {
di in re "nctinv requires version 3.0.5 or later of integ."
di in wh " (use " in ye "which integ " _c
di in wh "to check version number)."
global S_1 = .
return scalar t = .
exit 198
}
return scalar t = $S_1
di _n in gr " t' =" in ye %10.6f $S_1
di _n in gr " P(t <= " in ye $S_1 in gr " | delta = " _c
di in gr `delta' ", df = " `df' _c
di in gr ") = " `p'
end