pMaxCorrNor

Uses the integrate function based on the method proposed in Gupta, Panchapakesan and Sohn (1983).

Maximum Correlated Normal

Designed to replace the tables which were in the back of the first two editions of Hollander and Wolfe - Nonparametric Statistical Methods.  Exact procedures are performed when computationally possible.  Monte Carlo and Asymptotic procedures are performed otherwise.  For those procedures included in the base packages, our code simply provides a wrapper to standardize the output with the other procedures in the package.

Grant Schneider

NSM3

Functions and Datasets to Accompany Hollander, Wolfe, and
Chicken - Nonparametric Statistical Methods, Third Edition

pMaxCorrNor function

<dl> <dt>x</dt>
<dd>Cutoff at which the upper-tail P-value is to be calculated.</dd> <dt>k</dt>
<dd>Number of random variables.</dd> <dt>rho</dt>
<dd>Common correlation between the random variables.</dd>
</dl>

Arguments

Author

Function to compute the upper tail probability of the maximum of k N(0,1) random variables with common correlation for a given cutoff. — pMaxCorrNor

<dl>

 <dt>x</dt>
<dd>Cutoff at which the upper-tail P-value is to be calculated.</dd>

 <dt>k</dt>
<dd>Number of random variables.</dd>

 <dt>rho</dt>
<dd>Common correlation between the random variables.</dd>


</dl>

pMaxCorrNor: Function to compute the upper tail probability of the maximum of k N(0,1) random variables with common correlation for a given cutoff.

Description

Usage

Value

Arguments

Author

References

Examples