NCTCDFVW
Alternative algorithm for computing the CDF of the noncentral Student's t-distribution
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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 (2026). NCTCDFVW (https://se.mathworks.com/matlabcentral/fileexchange/41790-nctcdfvw), MATLAB Central File Exchange. Retrieved .
General Information
- Version 1.5.0.0 (6.76 KB)
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
