pexactgauss             package:maxstat             R Documentation

_C_o_m_p_u_t_i_n_g _M_a_x_i_m_a_l_l_y _S_e_l_e_c_t_e_d _G_a_u_s_s _S_t_a_t_i_s_t_i_c_s

_D_e_s_c_r_i_p_t_i_o_n:

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

_U_s_a_g_e:

     pexactgauss(b, N, m, maxpts)
     qexactgauss(p, N, m)

_A_r_g_u_m_e_n_t_s:

       b: quantile. 

       p: probability. 

       N: number of observations. 

       m: cutpoints. 

  maxpts: maximum number of function values as integer

_D_e_t_a_i_l_s:

     This is the exact distribution of a maximally selected Gauss
     statistic and the asymptotic distribution for maximally selected
     rank statistics. Correlations from Schlittgen (1999), normal
     probabilities by Genz/Bretz (see `pmvnorm' for details).

_V_a_l_u_e:

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

_R_e_f_e_r_e_n_c_e_s:

     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

     Schlittgen, R. (1999), Regression Trees for Survival Data - an
     Approach to Select Discontinuous Split Points by Rank Statistics.
     Biometrical Journal, 41(8), 943-954.

_E_x_a_m_p_l_e_s:

     pexact <- pexactgauss(2.5, 20, 2:18)

