Description Usage Arguments Value Note Author(s) Source References See Also Examples
Compute the χ^2-conditional moments (Chi-squared distributed moments) based on only those (n - r) observations above a threshold X_{si} for a sample size of n and r number of truncated observations. The first moment is (gtmoms(xsi,2) -
gtmoms(xsi,1)^2)
that is in the first returned column. The second moment (variance of S-squared) is V(n,r,pnorm(xsi))[2,2]
that is in the second returned column. Further mathematical details are available under functions gtmoms
and V
.
1 | CondMomsChi2(n, r, xsi)
|
n |
The number of observations; |
r |
The number of truncated observations; and |
xsi |
The lower threshold (see |
The value a two-column, one-row R matrix
.
TAC sources define a CondMomsZ
function along with this function. However, the CondMomsZ
function appears to not be used for any purpose. Only the CondMomsChi2
is needed for the MGBT test.
W.H. Asquith consulting T.A. Cohn sources
LowOutliers_jfe(R).txt
, LowOutliers_wha(R).txt
, P3_089(R).txt
—Named CondMomsChi2
Cohn, T.A., 2013–2016, Personal communication of original R source code: U.S. Geological Survey, Reston, Va.
1 2 3 4 5 | CondMomsChi2(58, 2, -3.561143)
# [,1] [,2]
#[1,] 0.9974947 0.03574786
# Note that CondMomsChi2(58, 2, -3.561143)[2] == V(58, 2, pnorm(-3.561143))[2,2]
|
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