non-central t : R v.Splus

[Robert Kinley <KINLEY_ROBERT@LILLY.COM>]

Hi

For bureaucratic reasons beyond my control
I need to rewrite an R function (for producing operating characteristic
curves) as an Splus function  ( version 6 , windows XP ).

The R function makes extensive use of
the fact that the student's t distribution function  pt()  has
a non-centrality parameter built in ... sadly that parameter is not present
in the Splus pt() function .

However, the Splus f distribution function
pf() does have such a parameter , so I have tried to write my own non-central
version of pt() based around  pf() , using the relationship between
the t and F distributions.

Unfortunately my success has been limited
 ... I can only get correct probabilities for part of the range of
the quantile space , failing when the quantile becomes small ... and I'm
beginning to wonder whether it's actually possible to do what I want at
all , given that the range of x in F(x) is [ 0:Inf ] while that in t(x)
is [-Inf , Inf ] , and the non-central t  distribution is not symmetric
...

Do any wiser heads than mine have any
experience or advice to offer   ... ?

        thanks
               Bob
Kinley