pLausen92 {maxstat} | R Documentation |
Approximates the probability that a maximally selected rank statistic is
greater or equal to b
.
pLausen92(b, minprop=0.1, maxprop=0.9) qLausen92(p, minprop=0.1, maxprop=0.9)
b |
quantile. |
p |
probability. |
minprop |
at least |
maxprop |
not more than |
Large sample approximation by Miller and Siegmund (1982) based on a Brownian bridge, cf. Lausen and Schumacher (1992).
The probability that, under the hypothesis of independence, a maximally
selected statistic greater equal b
is observed.
Miller, R. and Siegmund, D. (1982), Maximally Selected Chi Square Statistics. Biometrics, 38, 1011–1016
Lausen, B. and Schumacher, M. (1992), Maximally Selected Rank Statistics. Biometrics, 48, 73–85
# Compute quantiles. Should be equal to Table 2 in Lausen and Schumacher load(file.path(system.file(package = "maxstat"), "results", "LausenTab2.rda")) a <- rev(c(0.01, 0.025, 0.05, 0.1)) prop <- rbind(c(0.25, 0.75), c(0.4, 0.6), c(0.1, 0.9), c(0.4, 0.9)) Quant <- matrix(rep(0, length(a)*nrow(prop)), nrow=length(a)) for (i in 1:length(a)) { for (j in 1:nrow(prop)) { Quant[i,j] <- qLausen92(a[i], minprop=prop[j,1], maxprop=prop[j,2]) } } Quant <- round(Quant, 3) rownames(Quant) <- a colnames(Quant) <- c("A2575", "A46", "A19", "A49") Quant <- as.data.frame(Quant) rownames(LausenTab2) <- a Quant LausenTab2 if(!all.equal(LausenTab2, Quant)) stop("error checking pLausen92")