qgen | R Documentation |
q()
functions for Edgeworth expansion terms - general versionCalculate values of q(x)
used in terms of Edgeworth expansions (EE)
for a general version of t-statistic and other test statistics.
q1k(x, k12, k31, r)
q2k(x, k12, k22, k31, k41, r)
q3k(x, k12, k13, k22, k31, k32, k41, k51, r)
q4k(x, k12, k13, k22, k23, k31, k32, k41, k42, k51, k61, r)
x |
numeric vector of quantiles of sampling distribution. |
k12 , k13 , k22 , k23 , k31 , k32 , k41 , k42 , k51 , k61 |
cumulant components - values calculated from sample statistics or distribution parameters. |
r |
sqare root of variance adjustment. The variance adjustment is
generally equal to |
These functions implement a general version of EE, which can be used for any
one- or two-sample t-statistic, as well as for other test statistics.
q1k()
is used for term 1 (1-term expansion is also referred to as a
2nd order expansion), q2k()
for term 2, and so on. Variance adjustment
is incorporated in these functions.
A vector of the same length as x
.
Ftgen
for corresponding EE values and
qfuns
for the short version used in EE for ordinary
one-sample t-statistic. For automated generalized verions of these
functions see makeQx
and makeFx
.
# two-sample test
n1 <- 8
n2 <- 10
shp <- 3
smp <- c(rgamma(n1, shape = shp), rnorm(n2))
a <- rep(1:0, c(n1, n2))
stats <- smpStats(smp, a)
for (i in 1:length(stats)) {
assign(names(stats)[i], stats[i])
}
k12 <- K12two(A, B_x, B_y, b_x, b_y, mu_x2, mu_x3, mu_x4, mu_x5, mu_x6,
mu_y2, mu_y3, mu_y4, mu_y5, mu_y6)
k31 <- K31two(A, B_x, B_y, b_x, b_y, mu_x2, mu_x3, mu_x4, mu_x5, mu_x6,
mu_y2, mu_y3, mu_y4, mu_y5, mu_y6)
r <- sqrt(K21two(A, B_x, B_y, b_x, b_y, mu_x2, mu_x3, mu_x4, mu_x5, mu_x6,
mu_y2, mu_y3, mu_y4, mu_y5, mu_y6))
x <- seq(-5, -2, by = 0.5)
q1k(x, k12, k31, r)
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