pmaxstat: Approximating Maximally Selected Statistics
In maxstat: Maximally Selected Rank Statistics

Description Usage Arguments Details Value References Examples

Approximates the probability that a maximally selected rank statistic is greater or equal to b.

1 2	pmaxstat(b, scores, msample, quant=FALSE) qmaxstat(p, scores, msample)

`b`	quantile.
`p`	propability.
`scores`	integer valued scores assigned to the observations.
`msample`	all possible splitpoints.
`quant`	logical. Returns the results of SR instead of P-values. Only to be used in `qmaxstat`.

Small sample approximation by Hothorn and Lausen (2003).

An upper limit for the probability that, under the hypothesis of independence, a maximally selected statistic greater equal b is observed. qmaxstat needs optimization.

Hothorn, T. and Lausen, B. (2003). On the Exact Distribution of Maximally Selected Rank Statistics. Computational Statistics & Data Analysis, 43, 121–137.