multz: Calculate the Upper Equicoordinate Point of a Multivariate...

In ssutil: Sample Size Calculation Tools

Calculate the Upper Equicoordinate Point of a Multivariate Normal Distribution

Description

Computes the upper equicoordinate quantile for a multivariate standard normal distribution with unit variances and a common correlation coefficient rho. That is, it returns the value z such that the joint probability P(X_1 \le z, \ldots, X_n \le z) = p.

Usage

multz(p, k, rho, lower.tail = TRUE, seed = NULL)

Arguments

p	Numeric. Cumulative probability (e.g., 0.95 for the 95th
k	Integer. Number of variables in the multivariate normal distribution. Must be >= 1.
rho	Numeric. Common correlation coefficient between variables (typically between 0 and 1).
lower.tail	Logical. If TRUE (default), probability is P(X \le z); if FALSE, P(X > z)
seed	Optional. An object specifying if and how the random number generator should be initialized. Passed to qmvnorm.

Value

Numeric. The equicoordinate quantile z

Examples

p <- 0.9    # Significance level (10%)
k <- 3      # Number of variables
rho <- 0.5  # Common correlation coefficient
multz(p, k, rho)

ssutil documentation built on Sept. 18, 2026, 1:06 a.m.