Nothing
"get.boundingfunction.dependent" <-
function(X,Y,alpha,test,alternative,at=(1:1000)/1000,n.permutation=round(20/alpha))
{
m <- ncol(X)
n <- nrow(X)
cat(" ... ", n.permutation," permutations\n ")
Testall <- matrix(rep(0,m*n.permutation),nrow=n.permutation)
Quantile <- matrix(rep(0,m*n.permutation),nrow=n.permutation)
for (perm in 1:n.permutation)
{
if(round(perm/50)==perm/50) cat( perm, " ")
Ynew <- Y[sample(1:n,n)]
for (p in 1:m){
Testall[perm,p] <- test(X[Ynew==0,p],X[Ynew==1,p],alternative=alternative)$p.value
}
}
cat(" \n")
Quantile <- Testall
#for (p in 1:m) Quantile[,p] <- sample(Quantile[,p],n.permutation)
for (perm in 1:n.permutation) Quantile[perm,] <- sort(Quantile[perm,])
for (p in 1:m) Quantile[,p] <- sort(Quantile[,p])
quanbeta <- 1
too.high <- 1
while(too.high)
{
quanbeta <- quanbeta+1
boundingjump <- rep(0,m)
boundingjump <- Quantile[quanbeta,]
count <- 0
for (perm in 1:n.permutation)
{
count <- count + min(1, sum(Testall[perm,]<boundingjump) )
}
if(count>alpha*n.permutation)
{
too.high <- 0
quanbeta <- quanbeta-1
boundingjump <- Quantile[quanbeta,]
}
}
boundingfunction <- numeric(length(at))
for (i in 1:length(at))
{
boundingfunction[i] <- sum(boundingjump<=at[i])
}
return(boundingfunction)
}
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