pexactgauss {maxstat}

Computing Maximally Selected Gauss Statistics

Description

Computes the exact probability that a maximally selected gauss statistic is greater or equal to b.

Usage

pexactgauss(b, x, minprop=0.1, maxprop=0.9, ...)
qexactgauss(p, x, minprop=0.1, maxprop=0.9, ...)

Arguments

b

quantile.

p

probability.

x

the prognostic factor(s) under test.

minprop

at least minprop*100% of the observations in the first group.

maxprop

not more than minprop*100% of the observations in the first group.

...

additional parameters to be passed to pmvnorm.

Details

This is the exact distribution of a maximally selected Gauss statistic and the asymptotic distribution for maximally selected rank statistics. Normal probabilities are derived from the procedures by Genz/Bretz (see pmvnorm for details).

Value

The probability that, under the hypothesis of independence, a maximally selected gauss statistic greater equal b is observed.

References

Genz, A. (1992). Numerical computation of multivariate normal probabilities. Journal of Computational and Graphical Statistics, 1, 141–150

Genz, A. (1993). Comparison of methods for the computation of multivariate normal probabilities. Computing Science and Statistics, 25, 400–405

Examples

set.seed(29)

x <- rnorm(20)

pexact <- pexactgauss(2.5, x, abseps=0.01)