Description Usage Arguments Details Value Author(s) Examples
Compute the probability of X3 exceeding some threshold under a null hypothesis H0
1 2 |
X3c |
vector of X3 cutoffs at which to calculate probability |
alpha |
value of alpha used in computing X3; recalculated if NULL |
pars |
parameters in null model |
pi |
two-element vector c(pi1,pi2); overrides pars if set. If pars and pi are null, defaults to (1/3, 1/3) |
tau |
value in null distribution of Z; overrides pars if set. If pars and tau are null, defaults to 1. |
sigma |
value in null distribution of Z; overrides pars if set. If pars and sigma are null, defaults to 1. |
xmax |
compute integral over [0,xmax] x [0,xmax] as approximation to [0,inf] x [0,inf] |
res |
compute integral at gridpoints with this spacing. |
H0 is defined as Z=(Z_d,Z_a) having a mixture distribution of N(0,I2) with probability pi0, N(0,(1,0 // 0,sigma)) with probability pi1 and N(0, (tau,0 // 0,1)) with probability pi2. Parameters pi1, pi2, tau and sigma can be derived from the fitted null model or set.
The p value is dependent on the value of alpha used to compute X3. If this is not specified in the function call, it is recalculated according to the same rules as the function X3
The probability is computed using a numerical integral over the (+/+) quadrant and the range and resolution of the integral can be set.
vector of p-values corresponding to X3c
list of probabilities
James Liley
1 2 3 4 5 6 | nn=100000
Z=abs(rbind(rmnorm(0.8*nn,varcov=diag(2)), rmnorm(0.1*nn,varcov=rbind(c(1,0),c(0,2^2))), rmnorm(0.1*nn,varcov=rbind(c(3^2,0),c(0,1))))); pars=c(0.8,0.1,2,3,1,0)
X=X3(Z,pars=pars)
subX=order(runif(nn))[1:500]
pX=px3(X[subX],alpha=alpha,pars=pars)
plot((1:length(pX))/(1+length(pX)),sort(pX),xlab="Quantile in U[0,1]",ylab="Observed quantile",main="Q-Q plot")
|
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.