weightedChi2P {flintyR} | R Documentation |
Tail Probability for Chi Square Convolution Random Variable
Description
Computes where
, where
is chi square distributed with
degrees of freedom,
is chi square distributed with
degrees of freedom,
and
and
are weights with
assumed positive.
The probability is computed using numerical integration of the
densities of the two chi square distributions. (Method: trapezoidal rule)
Usage
weightedChi2P(val, w1, w2, d1, d2)
Arguments
val |
observed statistic |
w1 |
weight of first chi square rv |
w2 |
weight of second chi square rv, assumed positive |
d1 |
degrees of freedom of first chi square rv |
d2 |
degrees of freedom of second chi square rv |
Details
This is used in the large asymptotics of the permutation test.
Dependencies: None
Value
1 - CDF = P(X > val)
[Package flintyR version 0.1.0 Index]