Description Usage Arguments Details Value Author(s) See Also Examples

Generating function(s) for class `cutoff`

.

1 2 3 4 5 6 | ```
cutoff(name = "empirical", body.fct0,
cutoff.quantile = 0.95,
norm = NormType(), QF, nsim = 100000)
cutoff.sememp(cutoff.quantile = 0.95)
cutoff.chisq(cutoff.quantile = 0.95)
cutoff.quant(qfct)
``` |

`name` |
argument for name slot of |

`body.fct0` |
a call generated by code wrapped to |

`cutoff.quantile` |
numeric (in [0,1]); the corresponding slot value for the |

`norm` |
an object of class |

`nsim` |
integer: the sample size used for determining the quantiles
of |

`QF` |
a quadratic (positive semidefinite, symmetric) matrix used as quadratic form |

`qfct` |
a (nominal) quantile function |

`cutoff`

generates a valid object of class `"cutoff"`

.
As function slot `fct`

may only have a formal argument `data`

,
the other arguments to determine the cutoff value, i.e. `norm`

, `QF`

, `nsim`

,
`cutoff.quantile`

, `nsim`

have to enter the scope of this
function by lexical scoping; now `cutoff.quantile`

, `norm`

, `QF`

are to be taken from the calling environment (not from the defining one),
so we have delay evaluation of the function body, which is why we assume
it to be given wrapped into `substitute`

resp. `quote`

.
`body.fct0`

is by default (i.e. if argument `body.fct0`

is missing) set
to

`quote(quantile(slot(norm,"fct")(data), cutoff.quantile))`

, internally,
i.e.; to an empirical quantile of the corresponding norms.

`cutoff.sememp()`

is a helper function generating the theoretical (asymptotic)
quantile of (the square root of) a corresponding quadratic form, assuming multivariate
normality; to determine this quantile `nsim`

simulations are used.

`cutoff.chisq()`

is a helper function generating the theoretical (asymptotic)
quantile of (the square root of) a (self-standardized) quadratic form, assuming multivariate
normality; i.e.; a corresponding quantile of a Chi-Square distribution.

`cutoff.quant()`

is a helper function generating the theoretical quantile
corresponding to the quantile function `qfct`

; if `qfct`

is missing,
it searches the caller environment for an object `..ICloc`

, and if this
exists it uses the respective model quantile function; the fallback is
`qnorm`

. At any rate, if there is an object `..trf`

in the scope of
the function it is used to transfer the quantile (after its evaluation).

Object of class `"cutoff"`

.

Peter Ruckdeschel [email protected]

1 2 3 | ```
cutoff()
cutoff.sememp()
cutoff.chisq()
``` |

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