| pexactgauss {maxstat} | R Documentation |
Computes the exact probability that a maximally selected gauss statistic is
greater or equal to b.
pexactgauss(b, N, m, maxpts) qexactgauss(p, N, m)
b |
quantile. |
p |
probability. |
N |
number of observations. |
m |
cutpoints. |
maxpts |
maximum number of function values as integer |
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).
The probability that, under the hypothesis of independence, a maximally
selected gauss statistic greater equal b is observed.
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.
pexact <- pexactgauss(2.5, 20, 2:18)