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