qStat {Renext}R Documentation

Quantiles of a test statistic

Description

Quantile of a test statistic.

Usage

   qStat(p, n,
         type = c("Greenwood", "Jackson", "logLRGPD", "logLRLomax",
                  "logLRGEV", "logLRFrechet"),
          outNorm = FALSE)

Arguments

p

Numeric vector of probabilities. Very small values (p < 0.01) or very large ones (p > 0.99) will be truncated as 0.00 or 1.00 to maintain a realistic level of precision.

n

Sample size.

type

The type of statistic, see Details.

outNorm

Logical. If TRUE the output is normalized in a such fashion that its distribution is the asymptotic one (i.e. standard normal in practice). When FALSE, the quantiles are given in the true scale of the statistic: CV2\textrm{CV}^2, Jackson. For LR statistics this argument has no impact.

Details

The function provides an approximation of the distribution for several statistics.

The log of Likelihood Ratios are multiplied by 2, so that they compare to a chi-square statistic with one degree of freedom.

Value

A vector of quantiles.

Note

The precision of the result given is limited, and is about two-digits. This function is not intended to be used as such and is only provided for information.

Author(s)

Yves Deville

Examples

res <- qStat(n = 40, type = "Greenwood")
plot(res$q, res$p, type = "o")

[Package Renext version 3.1-4 Index]