saddlepoint: Saddlepoint Approximation

In MaleneJuul/ncdDetectTools: Functions to perform convolution

Description

Let X_1,X_2,… X_N be independent Bernouilli trials with X_i \sim p_i. We evaluate the probability

P(s_1X_1+s_2X_2… s_NX_N > t)

.

Usage

saddlepoint(t, dat, lattice = 1L, log = T)

Arguments

t	Point where tail probability is evaluated (note this function is not vectorized over t)
lattice	Lattice size in minimal lattice
log	Return log probability
p	Probabilities of each Bernouilli trial
s	Score associated with each trial

Examples

saddlepoint(300, rep(0.01, 10000))
pbinom(299, 10000, 0.01, lower.tail = F, log.p = T)

MaleneJuul/ncdDetectTools documentation built on May 8, 2019, 3:24 p.m.