pHoeffInd: Null asymptotic distribution of t* in the continuous case

In TauStar: Efficient Computation and Testing of the Bergsma-Dassios Sign Covariance

Description

Density, distribution function, quantile function and random generation for the asymptotic null distribution of t* in the continuous case. That is, in the case that t* is generated from a sample of jointly continuous independent random variables.

Usage

pHoeffInd(x, lower.tail = T, error = 10^-5)

rHoeffInd(n)

dHoeffInd(x, error = 1/2 * 10^-3)

qHoeffInd(p, error = 10^-4)

Arguments

x	the value (or vector of values) at which to evaluate the function.
lower.tail	a logical value, if TRUE (default), probabilities are P(X≤q x) otherwise P(X>x).
error	a tolerated error in the result. This should be considered as a guide rather than an exact upper bound to the amount of error.
n	the number of observations to return.
p	the probability (or vector of probabilities) for which to get the quantile.

Value

dHoeffInd gives the density, pHoeffInd gives the distribution function, qHoeffInd gives the quantile function, and rHoeffInd generates random samples.

TauStar documentation built on May 1, 2019, 9:59 p.m.