pmaxstat: Approximating Maximally Selected Statistics

In maxstat: Maximally Selected Rank Statistics

Approximating Maximally Selected Statistics

Description

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

Usage

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

Arguments

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.

Details

Small sample approximation by Hothorn and Lausen (2003).

Value

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

References

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

Examples

pmaxstat(2.5, 1:20, 5:15)

maxstat documentation built on June 8, 2025, 11:44 a.m.