pLausen94 {maxstat}R Documentation

Approximating Maximally Selected Statistics

Description

Approximates the probability that a maximally selected rank statistic is greater or equal to b.

Usage

pLausen94(b, N, minprop=0.1, maxprop=0.9)
qLausen94(p, N, minprop=0.1, maxprop=0.9)

Arguments

b quantile.
p probability.
N number of cutpoints.
minprop at least minprop*100% of the observations in the first group.
maxprop not more than minprop*100% of the observations in the first group.

Details

Approximation based on an improved Bonferroni inequality.

Value

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

Author(s)

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

References

Worsley, K.J. (1982), An Improved Bonferroni Inequality and Applications. Biometrika, 69, 297–302

Lausen, B. (1990), Maximal Selektierte Rangstatistiken. Dissertation. Universit"at Dortmund

Examples


p <- pLausen94(2.5, 20, 0.25, 0.75)

if (round(p, 3) != 0.073) stop("error checking pLausen94")