TFSurv: Survival function of truncated central F distribution

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

Description

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

Usage

TFSurv(q, df1, df2, E, approx = FALSE)

Arguments

q	the quantile.
df1, df2	the degrees 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 F random variable with df1, df2 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.

Peizer, David B., and John W. Pratt. "A normal approximation for binomial, F, beta, and other common, related tail probabilities, I." Journal of the American Statistical Association 63.324 (1968): 1416-1456.

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