csimtest: Simultaneous Comparisons Based on Parameter Estimates.

Description

Computes multiplicity adjusted p-values based on precomputed parameter estimates.

Usage

csimtest(estpar, df, covm, cmatrix = NULL, 
         ctype = "user-defined", ttype = c("free", "logical"), 
         alternative = c("two.sided", "less", "greater"), 
         asympt = FALSE, eps = 0.001, maxpts = 1e+06)

Arguments

estpar

estimated parameter vector.

degrees of freedom.

covm

estimated covariance matrix of estpar.

cmatrix

contrast matrix.

ctype

a string decribing the kind of contrast matrix used. Only used for printing in print.hmtestp.

ttype

Specifies whether the logical contraint method of Westfall (1997) will be used, or whether the uncontrained method will be used.

alternative

the alternative hypothesis must be one of "two.sided" (default), "greater" or "less". You can specify just the initial letter.

asympt

a logical indicating whether the (exact) t-distribution or the normal approximation should be used.

eps

absolute error tolerance as double.

maxpts

maximum number of function values as integer.

Value

an object of class hmtestp

Details

This is the work-horse for simtest. If only parameter estimates and estimates of the (co)variances are available, adjusted p-values can be computed with this low-level function. See cholesterol for an example.

References

Peter Westfall (1997), Multiple testing of general contrasts using logical constraints and correlations, Journal of the American Statistical Association, 92(437), 299--306.

Frank Bretz, Alan Genz and Ludwig A. Hothorn (2001), On the numerical availability of multiple comparison procedures. Biometrical Journal, 43(5), 645--656.