Nothing
#Calculate statistics
max3Sign <- function(T.max, cor.rec.add, cor.rec.dom, cor.add.dom)
{
sigma <- matrix(c(1,cor.rec.dom,cor.rec.dom,1),ncol=2)
let <- 1-cor.rec.dom^2
w0 <- (cor.rec.add - cor.rec.dom * cor.add.dom)/let
w1 <- (cor.add.dom - cor.rec.dom * cor.rec.add)/let
wet <- sqrt(let)
f1 <- function(z0)
{
L <- length(z0)
qet <- double(L)
for (i in 1:L)
{
qet[i] <- pnorm((T.max-cor.rec.dom*z0[i])/wet) * dnorm(z0[i])
}
qet
}
f2 <- function(z0)
{
L <- length(z0)
qet <- double(L)
for (i in 1:L)
{
qet[i] <- pnorm(((T.max-w0*z0[i])/w1-cor.rec.dom*z0[i])/wet) * dnorm(z0[i])
}
qet
}
f3 <- function(z0)
{
L <- length(z0)
qet <- double(L)
for (i in 1:L)
{
qet[i] <- pnorm((-T.max-cor.rec.dom*z0[i])/wet) * dnorm(z0[i])
}
qet
}
x1 <- integrate(f1, 0, T.max*(1-w1)/w0, subdivisions=10000, rel.tol=1e-10)$value
x2 <- integrate(f2, T.max*(1-w1)/w0, T.max,subdivisions=10000, rel.tol=1e-10)$value
x3 <- integrate(f3, 0, T.max, subdivisions=10000, rel.tol=1e-10)$value
p.value <- 1-2*(x1+x2-x3)
p.value
}
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