integer valued scores assigned to the observations.
msample
all possible splitpoints.
quant
logical. Returns the results of SR instead of P-values. Only
to be used in qmaxstat.
Value
An upper limit for the probability that, under the hypothesis of
independence, a maximally selected statistic greater equal b
is observed. qmaxstat needs optimization.
Details
Small sample approximation by Hothorn and Lausen (2003).
References
Hothorn, T. and Lausen, B. (2003).
On the Exact Distribution of Maximally Selected Rank Statistics.
Computational Statistics & Data Analysis, 43,
121--137.