hypergeoquantile: Calculation Hypergeometric Quantiles Table using Chebyshev...

In hypersampleplan: Attribute Sampling Plan with Exact Hypergeometric Probabilities using Chebyshev Polynomials

Description

This is an algorithm for efficient and exact calculation of hypergeometric quantiles using Chebyshev polynomials. For a fixed population size N and fixed sample size n, such calculations simultaneously produce quantiles of q for all possible values of the population number of "successes" M.

Usage

hypergeoquantile(q, N, n)

Arguments

q	probability, it must be between 0 and 1.
N	population size N.
n	sample size n.

Details

The detailed algorthim can be found: Alvo, M., & Cabilio, P. (2000). Calculation of hypergeometric probabilities using Chebyshev polynomials. The American Statistician, 54(2), 141-144.

Value

a matrix containing all possible required values of the hypergeometric quantiles for q in row M=0,1,...,N.

Note

N can be very large say 2000 in our algorthim.

References

Alvo, M., & Cabilio, P. (2000). Calculation of hypergeometric probabilities using Chebyshev polynomials. The American Statistician, 54(2), 141-144.

Examples

# Calculate the hypergeometric quantile for q=0.05, N=10, n=5.
hypergeoquantile(0.05,10,5)

hypersampleplan documentation built on May 2, 2019, 9:12 a.m.