dImhof: Integrand for the 'Imhof' function

Description Usage Arguments References See Also

Description

dImhof contains the integrand used in the Imhof numerical method function.

Usage

1
dImhof(u, xcrit, lambda)

Arguments

u

MLDEFINITION evaluate the integrand at u

xcrit

MLDEFINITION x critical P (Q>x)

lambda

MLDEFINITION eigenvalues of A%*%Sigma

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

Imhof


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