mTruncNorm: Moments of truncated normal distribution and the integral in...
In pi0: Estimating the proportion of true null hypotheses for FDR

Description Usage Arguments Details Value Author(s) See Also

Compute the moments of truncated normal distribution and the integral that appears in the noncentral t-distribution

mTruncNorm(r = 1, mu = 0, sd = 1, lower = -Inf, upper = Inf, 
        approximation = c("int2", "laplace", "numerical"), 
        integral.only = FALSE, ...)
mTruncNorm.int2(r = as.integer(1), mu = 0, sd = 1, lower = -Inf, 
        upper = Inf, takeLog = TRUE, ndiv = 8)

`r`	the order of moments to be computed. It could be noninteger, but has to be nonnegative. This is also the degrees of freedom for the noncentral t-distribution.
`mu`	mean of the normal distribution, before truncating.
`sd`	SD of the normal distribution, before truncating.
`lower`	lower truncation point
`upper`	upper truncation point
`approximation`	Method of approximation. `int2` is exact for integer `r` and interpolate to noninteger `r`. `laplace` uses laplacian approximation. `numerical` uses nuemerical integration.
`integral.only`	logical. If `TRUE`, only the integral in noncentral t-distribution is returned. Otherwise, it is normalized to be the rth moments of truncated normal distribution.
`takeLog`	logical. If `TRUE` and `r` is not an integer, the polyomial interpolation will be on the log scale. But final result is on the original scale.
`ndiv`	number of points with closes integer `r` to be used in polynomial interpolation.
`...`	other arguments passed to `mTruncNorm.int2`

mTruncNorm.int2 uses iterative relation over r to compute the integral iteratively starting from r=0 and r=1 whose analytic results are available. If r is not an integer, the nearest ndiv nonnegative integer r will be used to do divided difference polynomial interpolation.

numeric vector. If integral.only is TRUE, this is the integral in the noncentral t-density; otherwise this is the rth moments of truncated normal distribution.

Long Qu

dt, pt, dt.int2

pi0 documentation built on May 2, 2019, 4:47 p.m.