TChisqSurv: Survival function of truncated central chi-squared...

In shuxiaoc/outference: Valid Inference in Linear Regression Corrected for Outlier Removal

Description

This function returns the upper tail probability of a truncated central chi-squared distribution at quantile q.

Usage

TChisqSurv(q, df, E, approx = FALSE)

Arguments

q	the quantile.
df	the degree of freedom.
E	the truncation set, an "Intervals" object or a matrix where rows represents a union of disjoint intervals.
approx	should the approximation algorithm be used? Default is FALSE, where the approximation is not used in the first place. But when the result is wacky, the approximation will be used.

Details

Let X be a central chi-squared random variable with df degrees of freedom. Truncating X to the set E is equivalent to conditioning on {X \in E}. So this function returns P(X ≥ q | X \in E).

Value

This function returns the value of the survival function evaluated at quantile q.

References

Bryc, Wlodzimierz. "A uniform approximation to the right normal tail integral." Applied mathematics and computation 127.2 (2002): 365-374.

Canal, Luisa. "A normal approximation for the chi-square distribution." Computational statistics & data analysis 48.4 (2005): 803-808.

shuxiaoc/outference documentation built on July 8, 2019, 8:30 p.m.