  The noncentral $t$-distribution is a generalization of the Student's
$t$-distribution. In this paper we suggest an alternative approach for
computing the cumulative distribution function (CDF) of the noncentral
$t$-distribution which is based on a direct numerical integration of a well
behaved function. With a double-precision arithmetic, the algorithm provides
highly precise and fast evaluation of the extreme tail probabilities of the
noncentral $t$-distribution, even for large values of the noncentrality
parameter $\delta$ and the degrees of freedom $\nu$. The implementation of the
algorithm is available at the MATLAB Central, File Exchange:
http://www.mathworks.com/matlabcentral/fileexchange/41790-nctcdfvw.
