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 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)

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

     Correlations from Schlittgen, 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.
     This ist exact whereas `pSchlitt' does not work as advertised.

_A_u_t_h_o_r(_s):

     Torsten Hothorn <Torsten.Hothorn@rzmail.uni-erlangen.de>

_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)

