compute_q: compute multivariate normal quantile from a correlation...
In wilsoncai1992/MOSS: One-Step TMLE for Survival Analysis
Description
Usage
Arguments
Value
Description
compute multivariate normal quantile from a correlation matrix
Usage
1
compute_q(corr, B = 1000, alpha = 0.05)
Arguments
corr
correlation matrix
B
number of monte-carlo samples drawn to estimate the quantile
alpha
significant level (to compute 1-alpha quantile)
Value
univariate numeric quantile of the quantile(max_j(abs(x))) where x is
drawn from normal(0, corr)
wilsoncai1992/MOSS documentation built on June 1, 2020, 2:26 p.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Description Usage Arguments Value
Description
compute multivariate normal quantile from a correlation matrix
Usage
1 | compute_q(corr, B = 1000, alpha = 0.05)
|
Arguments
corr |
correlation matrix |
B |
number of monte-carlo samples drawn to estimate the quantile |
alpha |
significant level (to compute 1-alpha quantile) |
Value
univariate numeric quantile of the quantile(max_j(abs(x))) where x is drawn from normal(0, corr)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.