R/Dunnetts.K.F2.R

In EnvStats: Package for Environmental Statistics, Including US EPA Guidance

Dunnetts.K.F2 <-
function (x, k, rho) 
{
    fcn.to.integrate <- function(y, x, k, rho) {
        (pnorm((x + sqrt(rho) * y)/sqrt(1 - rho)) - pnorm((-x + 
            sqrt(rho) * y)/sqrt(1 - rho)))^k * dnorm(y)
    }
    integrate(fcn.to.integrate, lower = -Inf, upper = Inf, x = x, 
        k = k, rho = rho)$value
}