Learn R Programming

PoolBal (version 0.1-0)

satterApproxP: Satterthwaite p-values

Description

p-value of the sum of dependent chi-squared using the Satterthwaite approximation for the degrees of freedom.

Usage

satterApproxP(qs, covmat, kappa)

Value

a numeric in [0,1], the p-value of the sum

Arguments

qs

M numeric values (observed chi-squared values)

covmat

M by M covariance matrix of qs

kappa

degrees of freedom of qs

Author

Chris Salahub

Details

Computes the p-value of an observed vector of chi-squared variables using the Satterthwaite approximation. This approximates the sum of dependent chi-squared variables with a scaled chi-squared distribution with degrees of freedom chosen to match the first two moments of the dependent sum.