mvnlookup | R Documentation |
Lookup table for the mvnconv
function.\loadmathjax
mvnlookup
The data frame contains the following columns:
rhos | numeric | correlations among the test statistics |
m2lp_1 | numeric | \mjeqn\mboxCov[-2 \ln(p_i), -2 \ln(p_j)]Cov[-2 ln(p_i), -2 ln(p_j)] (for one-sided tests) |
m2lp_2 | numeric | \mjeqn\mboxCov[-2 \ln(p_i), -2 \ln(p_j)]Cov[-2 ln(p_i), -2 ln(p_j)] (for two-sided tests) |
z_1 | numeric | \mjeqn\mboxCov[\Phi^-1(1 - p_i), \Phi^-1(1 - p_j)]Cov[Phi^-1(1 - p_i), Phi^-1(1 - p_j)] (for one-sided tests) |
z_2 | numeric | \mjeqn\mboxCov[\Phi^-1(1 - p_i), \Phi^-1(1 - p_j)]Cov[Phi^-1(1 - p_i), Phi^-1(1 - p_j)] (for two-sided tests) |
chisq1_1 | numeric | \mjeqn\mboxCov[F^-1(1 - p_i, 1), F^-1(1 - p_j, 1)]Cov[F^-1(1 - p_i, 1), F^-1(1 - p_j, 1)] (for one-sided tests) |
chisq1_2 | numeric | \mjeqn\mboxCov[F^-1(1 - p_i, 1), F^-1(1 - p_j, 1)]Cov[F^-1(1 - p_i, 1), F^-1(1 - p_j, 1)] (for two-sided tests) |
p_1 | numeric | \mjeqn\mboxCov[p_i, p_j]Cov[p_i, p_j] (for one-sided tests) |
p_2 | numeric | \mjeqn\mboxCov[p_i, p_j]Cov[p_i, p_j] (for two-sided tests) |
Assume \mjtdeqn\left[\beginarrayc t_i \\ t_j \endarray\right] \sim \mboxMVN \left(\left[\beginarrayc 0 \\ 0 \endarray\right], \left[\beginarraycc 1 & \rho_ij \\ \rho_ij & 1 \endarray\right] \right)\beginbmatrix t_i \\\ t_j \endbmatrix \sim \mboxMVN \left(\beginbmatrix 0 \\\ 0 \endbmatrix, \beginbmatrix 1 & \rho_ij \\\ \rho_ij & 1 \endbmatrix \right)[t_i, t_j]' ~ MVN([0,0]', [1, rho_ij | rho_ij, 1]) is the joint distribution for test statistics \mjseqnt_i and \mjseqnt_j. For one-sided tests, let \mjeqnp_i = 1 - \Phi(t_i)p_i = 1 - Phi(t_i) and \mjeqnp_j = 1 - \Phi(t_j)p_j = 1 - Phi(t_j) where \mjeqn\Phi(\cdot)Phi(.) denotes the cumulative distribution function of a standard normal distribution. For two-sided tests, let \mjeqnp_i = 2(1 - \Phi(|t_i|))p_i = 2(1 - Phi(|t_i|)) and \mjeqnp_j = 2(1 - \Phi(|t_j|))p_j = 2(1 - Phi(|t_j|)). These are simply the one- and two-sided \mjseqnp-values corresponding to \mjseqnt_i and \mjseqnt_j.
Columns p_1
and p_2
contain the values for \mjeqn\mboxCov[p_i, p_j]Cov[p_i, p_j].
Columns m2lp_1
and m2lp_2
contain the values for \mjeqn\mboxCov[-2 \ln(p_i), -2 \ln(p_j)]Cov[-2 ln(p_i), -2 ln(p_j)].
Columns chisq1_1
and chisq1_2
contain the values for \mjeqn\mboxCov[F^-1(1 - p_i, 1), F^-1(1 - p_j, 1)]Cov[F^-1(1 - p_i, 1), F^-1(1 - p_j, 1)], where \mjeqnF^-1(\cdot,1)F^-1(.,1) denotes the inverse of the cumulative distribution function of a chi-square distribution with one degree of freedom.
Columns z_1
and z_2
contain the values for \mjeqn\mboxCov[\Phi^-1(1 - p_i), \Phi^-1(1 - p_j)]Cov[Phi^-1(1 - p_i), Phi^-1(1 - p_j)], where \mjeqn\Phi^-1(\cdot)Phi^-1(.) denotes the inverse of the cumulative distribution function of a standard normal distribution.
Computation of these covariances required numerical integration. The values in this table were precomputed.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.