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pi0 (version 1.4-1)

marginal.dt: Estimated arginal density of t-statistics

Description

Estimated arginal density of t-statistics from ncpest class

Usage

marginal.dt(obj,...)
# S3 method for parncpt
marginal.dt(obj,...)
# S3 method for nparncpt
marginal.dt(obj, ...)
# S3 method for sparncpt
marginal.dt(obj, ...)

Arguments

obj

an object of ncpest (nparncpt or parncpt

Other argument passed to dtn.mix, most notably, the approximaiton argument

Value

A function of one argument (x), i.e., the marginal density function.

Details

When obj$data$df are all equal to each other, a single marginal density is clearly defined for all obj$data$tstat. Otherwise, the marginal density is defined as a discrete mixture of densities, one for each distinct degree of freedom, with mixing proportion based on that of obj$data$df.

References

Qu L, Nettleton D, Dekkers JCM. (2012) Improved Estimation of the Noncentrality Parameter Distribution from a Large Number of $t$-statistics, with Applications to False Discovery Rate Estimation in Microarray Data Analysis. Biometrics, 68, 1178--1187.

See Also

parncpt. nparncpt ,sparncpt