Description Usage Arguments Details Value Author(s) See Also Examples
Fits two-component mixture model to t-statistics, where each t-statistic has a different mixing proportion pi0
, but all t-statistics shares a common scale factor.
1 | scaledTMix.psat(tstat, df, upper0 = 2)
|
tstat |
A numeric vector t-statisics |
df |
A numeric scalar or vector of degrees of freedom |
upper0 |
A numeric scalar giving the initial upper bound to search for scale factor. It will be automatically increased if the initial bound is not appropriate. |
This function fits a two-component mixture model, with a central t component with probability pi0, and a scaled central t component with scale factor greater than 1.
The model assumes a different pi0 for each t-statistic, but a common scale factor for all t-statistics. Maximum likelihood estimates are obtained.
upper0
is only used as a hint of the upper bound of the scale factor. If it is too small, it will be automatically increased.
A numeric scalar, being estimated scale factor, with attributes
equiv.sd.ncp |
A numeric scalar being the equivalent standard deviation of the noncentrality parameters, given the noncentrality parameter being nonzero. |
df |
degrees of freedom |
fit |
results from |
n2ll |
Negative 2 times the log likelihood |
pi0 |
A numeric vector of 0 or 1, which are the maximum likelihood estimate of |
Long Qu rtistician@gmail.com
scaledTMix.null
, scaledTMix.sat
1 2 3 | set.seed(99927220)
(tstat=rt(5,1))
scaledTMix.psat(tstat,1)
|
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