GroupSeq (version 1.0)

computeCurrentProbability: Computes probabilities for current analysis.

Description

Compute probabilities for current analysis. Applying Fubini's Theorem to Armitage, McPherson and Rowe's formula, the inner integral is the normal distribution function and the outer is computed by a trapezoidal rule numerical integration.

Usage

computeCurrentProbability(lastGrid, numberOfIntegrationIntervalls, lowerIntegrationLimit, upperIntegrationLimit, i, gridSize, standardDeviation)

Arguments

lastGrid

is the vector of density values from the previous step.

numberOfIntegrationIntervalls

is the number of integration intervalls

lowerIntegrationLimit

is the vector of lower integration limits.

upperIntegrationLimit

is the vector of upper integration limits.

i

is the index of the current step.

gridSize

is the grid size (not used here).

standardDeviation

is the standard deviation of the process increment.

Value

• probStopping
  is the probaility of reaching ith analysis and stopping here the value of the integral from lowerIntegrationLimit to upperIntegrationLimit.
• probExceedingUpper
  the probaility of reaching ith and exceeding upper. here the value of the integral from upperIntegrationLimit to infinity.
• probExceedingLower
  is the probability of reaching ith and exceeding lower here the value of the integral from lowerIntegrationLimit to minus infinity

References

Armitage, McPherson & Rowe 1969 JRSSA

See Also

groupseq, pnorm integrateByTrapez,

Examples

## function depends heavily on calculations before (e.g.the 'grid'), 
## so you don�t want to use it by manual and therefore an example is not useful