How to compute cdf non-central chi-square

[jld...@gmail.com]

Hi,

I would like compute cdf and cdf inverse functions for non central chi-square.

I see only function for chi-square:
jStat.chisquare.cdf( x, dof )
jStat.chisquare.inv( p, dof )


Can you help me ?

[JLD Jean-Luc]

At now, I made this function:

// non-central chi-square with dl  degrees of freedom and with lambda the noncentrality parameter

function cdfchn(x,dl,lambda) {

var ls2 = lambda/2;

var terme;

var fac = 1;

var som = 0 , j = 0;

    do {

terme = Math.pow(ls2,j) * jStat.chisquare.cdf( x, dl + 2*j )/fac;

som   = som + terme;

fac   = fac * (j+1);

j     = j + 1;

    } while (Math.abs(terme) > 1E-16);

return( Math.exp(-ls2)*som );