satterApproxP {PoolBal} | R Documentation |
Satterthwaite p-values
Description
p-value of the sum of dependent chi-squared using the Satterthwaite approximation for the degrees of freedom.
Usage
satterApproxP(qs, covmat, kappa)
Arguments
qs |
M numeric values (observed chi-squared values) |
covmat |
M by M covariance matrix of qs |
kappa |
degrees of freedom of qs |
Details
Computes the p-value of an observed vector of chi-squared variables using the Satterthwaite approximation. This approximates the sum of dependent chi-squared variables with a scaled chi-squared distribution with degrees of freedom chosen to match the first two moments of the dependent sum.
Value
a numeric in [0,1], the p-value of the sum
Author(s)
Chris Salahub
[Package PoolBal version 0.1-0 Index]