Imhof: Imhof numerical method

Description Usage Arguments References See Also

Description

Imhof computes upper tail probabilities of asymptotic distributions for the CVM type statistics using Imhof's numerical method.

Usage

1
Imhof(x, eigvals, UPPER = NA, subdiv = 100, eps1 = 1e-04)

Arguments

x

MLDEFINITION

eigvals

MLDEFINITION

UPPER

MLDEFINITION. If unspecified, default is NA.

subdiv

MLDEFINITION. If unspecified, default is 100.

eps1

MLDEFINITION. If unspecified, default is 0.0001.

References

Imhof, J. P. (1961). Computing the Distribution of Quadratic Forms in Normal Variables. Biometrika 48, 419-426. Imhof, J. P. (1962). Corrigenda: Computing the Distribution of Quadratic Forms in Normal Variables. Biometrika 49, p. 284. Lesperance M, Reed WJ, Stephens MA, Tsao C, Wilton B (2016) Assessing conformance with Benford's Law: goodness-of-fit tests and simultaneous confidence intervals. PLoS one; 11(3). Wong, S. (2010) Testing Benford's Law with the first two significant digits. University of Victoria, Master's thesis.

See Also

Chi.approx


mlespera/BenGood documentation built on May 18, 2019, 3:43 p.m.