max_Q2: Quantile of Maximum of Multivariate Normal Random Variable 2
In koohyun-kwon/rdadapt:
max_Q2 R Documentation
Quantile of Maximum of Multivariate Normal Random Variable 2
Description
Calculates the quantile of maximum of a multivariate normal random variable,
using multivariate normal distribution function calculation.
Usage
max_Q2(covmat, alpha)
Arguments
covmat
covariance matrix of the multivariate normal random variable.
alpha
desired upper quantile value.
Details
This function was created for a test purpose; it is not used since it is slow for
large J.
Value
(1 - α)th quantile of maximum of a multivariate normal random variable.
Examples
covmat <- matrix(c(1, 0.5, 0.5, 1), 2, 2)
max_Q2(covmat, 0.05)
koohyun-kwon/rdadapt documentation built on May 8, 2022, 8:49 p.m.
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| max_Q2 | R Documentation |
Quantile of Maximum of Multivariate Normal Random Variable 2
Description
Calculates the quantile of maximum of a multivariate normal random variable, using multivariate normal distribution function calculation.
Usage
max_Q2(covmat, alpha)
Arguments
covmat |
covariance matrix of the multivariate normal random variable. |
alpha |
desired upper quantile value. |
Details
This function was created for a test purpose; it is not used since it is slow for large J.
Value
(1 - α)th quantile of maximum of a multivariate normal random variable.
Examples
covmat <- matrix(c(1, 0.5, 0.5, 1), 2, 2) max_Q2(covmat, 0.05)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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