Density, Probability, Quantile ('DPQ') Computations
Transform Hypergeometric Distribution Parameters to Binomial Probabili...
Approximations to 'qnorm()', i.e.,
Chebyshev Polynomial Evaluation
R's C Mathlib (Rmath) dbinom_raw() Binomial Probability pure R Functio...
Approximations of the (Noncentral) Chi-Squared Density
Binomial Deviance -- Auxiliary Functions for dgamma()
Etc
Compute log(gamma(b)/gamma(a+b)) when b >= 8
Compute useful for t- and chi-Distributions
Bernoulli Numbers
pbeta()
'bpser' series computation
Gamma Density Function Alternatives
HyperGeometric (Point) Probabilities via Molenaar's Binomial Approxima...
Pure R Versions of R's C (Mathlib) dnbinom() Negative Binomial Probabi...
Non-central t-Distribution Density - Algorithms and Approximations
Distribution Utilities "dpq"
tools:::Rd_package_title("DPQ")
Psi Gamma Functions Workhorse from R's API
Asymptotic Noncentral t Distribution Density by Viechtbauer
Accurate exp(x) - 1 - x (for smallish |x|)
Format Numbers in [0,1] with "Precise" Result
Base-2 Representation and Multiplication of Numbers
Compute 1/Gamma(x+1) - 1 Accurately
Compute log( Gamma(x+1) ) Accurately in [-0.2, 1.25]
Gamma Function Versions
Normalized Incomplete Beta Function "Like" pbeta()
(Log) Beta and Ratio of Gammas Approximations
R versions of Simple Formulas for Logarithmic Binomial Coefficients
Accurate log(gamma(a+1))
Asymptotic Log Gamma Function
Compute (1 - (-a)) and Numerically Optimal...
Accurate log(1+x) - x
Computation
Continued Fraction Approximation of Log-Related Power Series
Logspace Arithmetix -- Addition and Subtraction
Compute Logarithm of a Sum with Signed Large Summands
Properly Compute the Logarithm of a Sum (of Exponentials)
Simple R level Newton Algorithm, Mostly for Didactical Reasons
Numerical Utilities - Functions, Constants
Numerically Stable p1l1(t) = (t+1)*log(1+t) - t
Pure R Implementation of Old pbeta()
Compute Hypergeometric Probabilities via Binomial Approximations
Normal Approximation to cumulative Hyperbolic Distribution -- AS 152
HyperGeometric Distribution via Approximate Binomial Distribution
HyperGeometric Distribution via Molenaar's Binomial Approximation
Pearson's incomplete Beta Approximation to the Hyperbolic Distribution
Molenaar's Normal Approximations to the Hypergeometric Distribution
Peizer's Normal Approximation to the Cumulative Hyperbolic
-only version of 's original phyper() algorithm
Pure R version of R's C level phyper()
The Four (4) Symmetric 'phyper()' Calls
Plot 2 Noncentral Distribution Curves for Visual Comparison
Noncentral Beta Probabilities
(Probabilities of Non-Central Chi-squared Distribution for Special Cas...
(Approximate) Probabilities of Non-Central Chi-squared Distribution
Wienergerm Approximations to (Non-Central) Chi-squared Probabilities
Asymptotic Approxmation of (Extreme Tail) 'pnorm()'
Bounds for 1-Phi(.) -- Mill's Ratio related Bounds for pnorm()
Non-central t Probability Distribution - Algorithms and Approximations
X to Power of Y -- R C API R_pow()
Accurate , notably for small
Direct Computation of 'ppois()' Poisson Distribution Probabilities
Viktor Witosky's Table_1 pt() Examples
Compute (Approximate) Quantiles of the Beta Distribution
Pure R Implementation of R's qbinom() with Tuning Parameters
Compute Approximate Quantiles of the Chi-Squared Distribution
Compute (Approximate) Quantiles of the Gamma Distribution
Pure R Implementation of R's qnbinom() with Tuning Parameters
Compute Approximate Quantiles of Noncentral Chi-Squared Distribution
Asymptotic Approximation to Outer Tail of qnorm()
Pure R version of 's qnorm()
with Diagnostics and Tuning Parameters
Pure R Implementation of R's qt() / qnt()
Pure R Implementation of R's qpois() with Tuning Parameters
Compute Approximate Quantiles of the (Non-Central) t-Distribution
Pure Implementation of 's C-level t-Distribution Quantiles qt()
'uniroot()'-based Computing of t-Distribution Quantiles
Compute Relative Size of i-th term of Poisson Distribution Series
TOMS 708 Approximation REXP(x) of expm1(x) = exp(x) - 1
Stirling's Error Function - Auxiliary for Gamma, Beta, etc
Computations for approximations and alternatives for the 'DPQ' (Density (pdf), Probability (cdf) and Quantile) functions for probability distributions in R. Primary focus is on (central and non-central) beta, gamma and related distributions such as the chi-squared, F, and t. -- For several distribution functions, provide functions implementing formulas from Johnson, Kotz, and Kemp (1992) <doi:10.1002/bimj.4710360207> and Johnson, Kotz, and Balakrishnan (1995) for discrete or continuous distributions respectively. This is for the use of researchers in these numerical approximation implementations, notably for my own use in order to improve standard R pbeta(), qgamma(), ..., etc: {'"dpq"'-functions}.
Useful links