Description Usage Arguments Details Value Note Author(s) See Also Examples
Fit saturated model to t-statistics, i.e., a two-component mixture model (a central t and a scaled central t with scale greater than 1) to each t-statistics separately.
1 | scaledTMix.sat(tstat, df)
|
tstat |
A numeric vector of t-statistics. |
df |
A numeric scalar or vector of the same length as |
This functions assumes each t-statistics coming from either a central t-distribution or a scaled central t-distribution. Each t-statistic has a different mixing proportion pi0, whose maximum likelihood estimate will be either 0 or 1. Each t-statistic has a different scale parameter. If pi0=1, the scale parameter will be 1; if pi0=0, the scale parameter will be greater than 1.
A numeric vector of estimated scale parameters, with two attributes
pi0 |
A numeric vector of estimated pi0 |
logLik |
A numeric vector of log likelihood |
Whenever the absolute value of the tstat
is less than 1, pi0
will be esitmated to be 1 and the scale will also be 1. Otherwise, the pi0
will be estimated to be 0 and scale will be the absolute value of tstat
.
Long Qu rtistician@gmail.com
scaledTMix.null
, scaledTMix.psat
1 2 3 | set.seed(99927220)
(tstat=rt(5,1))
scaledTMix.sat(tstat,1)
|
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