cgen.bt:

In musto101/wilcox_R: What the package does (short line)

Usage

cgen.bt(n, p, r, alpha, asymp = FALSE)

Arguments

n
p
r
alpha
asymp

Examples

##---- Should be DIRECTLY executable !! ----
##-- ==>  Define data, use random,
##--	or do  help(data=index)  for the standard data sets.

## The function is currently defined as
function (n, p, r, alpha, asymp = FALSE) 
{
    if (asymp == FALSE) {
        if (r > (n - p)/(2 * n)) 
            r <- (n - p)/(2 * n)
    }
    limvec <- rejpt.bt.lim(p, r)
    if (1 - limvec[2] <= alpha) {
        c1 <- 0
        M <- sqrt(qchisq(1 - alpha, p))
    }
    else {
        c1.plus.M <- sqrt(qchisq(1 - alpha, p))
        M <- sqrt(p)
        c1 <- c1.plus.M - M
        iter <- 1
        crit <- 100
        eps <- 1e-05
        while ((crit > eps) & (iter < 100)) {
            deps <- 1e-04
            M.old <- M
            c1.old <- c1
            er <- erho.bt(p, c1, M)
            fc <- er - r * (M^2/2 + c1 * (5 * c1 + 16 * M)/30)
            fcc1 <- (erho.bt(p, c1 + deps, M) - er)/deps
            fcM <- (erho.bt(p, c1, M + deps) - er)/deps
            fcp <- fcM - fcc1 - r * (M - (5 * c1 + 16 * M)/30 + 
                c1 * 9/30)
            M <- M - fc/fcp
            if (M >= c1.plus.M) {
                M <- (M.old + c1.plus.M)/2
            }
            c1 <- c1.plus.M - M
            crit <- abs(fc)
            iter <- iter + 1
        }
    }
    list(c1 = c1, M = M, r1 = r)
  }

musto101/wilcox_R documentation built on May 23, 2019, 10:52 a.m.