R: Approximating Maximally Selected Statistics

pmaxstat {maxstat} | R Documentation

## Approximating Maximally Selected Statistics

### Description

Approximates the probability that a maximally selected rank statistic is greater or equal to `b`.

### Usage

    pmaxstat(b, scores, msample, quant=FALSE)
    qmaxstat(p, scores, msample)

### Arguments

`b` | quantile.
`p` | propability.
`scores` | integer valued scores assigned to the observations.
`msample` | all possible splitpoints.
`quant` | logical. Returns the results of SR instead of P-values. Only to be used in `qmaxstat`.

### Details

Small sample approximation by Hothorn and Lausen (2003).

### Value

An upper limit for the probability that, under the hypothesis of independence, a maximally selected statistic greater equal `b` is observed. `qmaxstat` needs optimization.

### References

Hothorn, T. and Lausen, B. (2003). On the Exact Distribution of Maximally Selected Rank Statistics. Computational Statistics & Data Analysis, 43, 121–137.

### Examples

    pmaxstat(2.5, 1:20, 5:15)

[Package maxstat version 0.7-25 Index]