fIntegrate {ICSKAT}

fIntegrate.R

Description

The integrand in the SKATO p-value, pass it to a numerical integration function like integrate(), uses Davies method instead of Liu to calculate the probability in the integrand.

Usage

fIntegrate(x, muK1, sigmaK1, sigmaZeta, kappaLambda, QrhoDF)

Arguments

x

Variable to be integrated over, can be a vector or scalar.

muK1

Mean of the mixture of chi-squares that are the first part of the kappa variable. When we do bootstrap we often pass in the mean of the entire kappa, since the mean of zeta is supposed to be 0.

sigmaK1

Standard deviation of the entire kappa term.

sigmaZeta

Standard deviation of the zeta part of the kappa variable.

kappaLambda

Eigenvalues that weight the mixture of chi-squares that are the first part of the kappa variable.

QrhoDF

The data frame output from calling QrhoIC().

Value

The value of the integrand at x.