maxstat (version 0.7-24)

pexactgauss: Computing Maximally Selected Gauss Statistics

Description

Computes the exact probability that a maximally selected gauss statistic is greater or equal to b.

Usage

pexactgauss(b, x, minprop=0.1, maxprop=0.9, ...)
qexactgauss(p, x, minprop=0.1, maxprop=0.9, ...)

Arguments

b

quantile.

p

probability.

x

the prognostic factor(s) under test.

minprop

at least minprop*100% of the observations in the first group.

maxprop

not more than minprop*100% of the observations in the first group.

...

additional parameters to be passed to pmvnorm.

Value

The probability that, under the hypothesis of independence, a maximally selected gauss statistic greater equal b is observed.

Details

This is the exact distribution of a maximally selected Gauss statistic and the asymptotic distribution for maximally selected rank statistics. Normal probabilities are derived from the procedures by Genz/Bretz (see pmvnorm for details).

References

Genz, A. (1992). Numerical computation of multivariate normal probabilities. Journal of Computational and Graphical Statistics, 1, 141--150

Genz, A. (1993). Comparison of methods for the computation of multivariate normal probabilities. Computing Science and Statistics, 25, 400--405

Examples

set.seed(29)

x <- rnorm(20)

pexact <- pexactgauss(2.5, x, abseps=0.01)