f21hyper {PosRatioDist}

f21hyper

Description

Computes the value of a Gaussian hypergeometric function F(a,b,c,z) for -1 \leq z \leq 1 and a,b,c \geq 0

Usage

f21hyper(a, b, c, z)

Arguments

a

The parameter a of the Gaussian hypergeometric function, must be a positive scalar here

b

The parameter b of the Gaussian hypergeometric function, must be a positive scalar here

c

The parameter c of the Gaussian hypergeometric function, must be a positive scalar here

z

The parameter z of the Gaussian hypergeometric function, must be between -1 and 1 here

Details

The function f21hyper complements the analysis of the 'hyper-g prior' introduced by Liang et al. (2008).
For parameter values, compare cf. https://en.wikipedia.org/wiki/Hypergeometric_function#The_series_2F1.

Value

Invalid arguments will return an error message.

Author(s)

Martin Feldkircher and Stefan Zeugner

References

Liang F., Paulo R., Molina G., Clyde M., Berger J.(2008): Mixtures of g-priors for Bayesian variable selection. J. Am. Statist. Assoc. 103, p. 410-423

Yuancheng Si and Saralees Nadarajah and Xiaodong Song, (2020). On the distribution of quotient of random variables conditioned to the positive quadrant. Communications in Statistics - Theory and Methods, 49, pp2514-2528.

Saralees Nadarajah and Y.Si (2020) A note on the “L-logistic regression models: Prior sensitivity analysis, robustness to outliers and applications”. Brazilian Journal of Probability and Statistics,34,p. 183-187.

Examples

f21hyper(30,1,20,.8) #returns about 165.8197
f21hyper(30,10,20,0) #returns one
f21hyper(10,15,20,-0.1) # returns about 0.4872972