pSchlitt {maxstat}R Documentation

Approximating Maximally Selected Statistics

Description

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

Usage

pSchlitt(b, N, m, method=c("genz", "drezner"))
qSchlitt(p, N, m)

Details

Method based on a paper by Schlittgen. There are doubts if this works as advertised.

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

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

Examples


# no example given in the paper!

pSchlitt(2.5, N = 200, m = seq(from=50, to=150, by=10))