Nothing
K.factor.sim <- function(n, l = NULL, alpha = 0.05, P = 0.99,
side = 1, method = c("EXACT","BONF"), m = 50) {
if (side != 1 && side != 2) {
stop(paste("Must specify a one-sided or two-sided procedure!",
"\n"))
}
method <- match.arg(method)
if(method=="EXACT"){
if (is.null(l)) l <- 1
if (length(n) != 1) {
stop(paste("The length of n must be 1.",
"\n"))
}
df = n * l - l
chi.a <- qchisq(alpha, df)
k2 <- sqrt(df * qchisq(P, 1, 1/n)/chi.a)
if(side==1){
K_one_side_simul_fun <- function(K, n, P, alpha, l, m) {
fun_temp <- function(z, K, n, P, l) {
df = n * l - l
zp = qnorm(P)
inside = sqrt(n) * (K * sqrt(z) / sqrt(df) - zp)
dchisq(z, df) * pnorm(inside)^l
}
suppressWarnings(integrate(fun_temp, lower = 0, upper = n * l * 10, #qchisq(.999, n * l - l),
K = K, n = n, P = P, l = l,
subdivisions = m)$value - (1 - alpha))
}
K <- uniroot(f = K_one_side_simul_fun, interval = c(0, k2 + 100),
n = n, P = P, alpha = alpha, l = l, m = m,
tol = .Machine$double.eps^0.5)$root
} else{
K_two_side_simul_fun <- function(K, n, P, alpha, l, m) {
fun_temp <- function(z, K, n, P, l) {
df = n * l - l
P1 <- pchisq(df * qchisq(P, df = 1, ncp = z^2/n)/(K^2), df=df, lower.tail=FALSE)
P2 <- (2*pnorm(z)-1)^(l-1)
dnorm(z) * P1 * P2
}
suppressWarnings(2*l*integrate(fun_temp, lower = 0, upper = n * l * 10, #qchisq(.999, n * l - l),
K = K, n = n, P = P, l = l,
subdivisions = m)$value - (1 - alpha))
}
K <- uniroot(f = K_two_side_simul_fun, interval = c(0, k2 + 100),
n = n, P = P, alpha = alpha, l = l, m = m,
tol = .Machine$double.eps^0.5)$root
}
} else{
if(length(n) > 1 | is.null(l)) l <- length(n)
if(side==1){
K <- K.factor(n,f=sum(n)-l,alpha=alpha/l,P=P,side=1)
} else{
K <- K.factor(n,f=sum(n)-l,alpha=alpha/l,P=P,side=2,method="EXACT",m=m)
}
}
K
}
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