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TauStar (version 1.1.7)

pDisHoeffInd: Null asymptotic distribution of t* in the discrete case

Description

Density, distribution function, quantile function and random generation for the asymptotic null distribution of t* in the discrete case. That is, in the case that t* is generated from a sample of jointly discrete independent random variables X and Y.

Usage

pDisHoeffInd(x, probs1, probs2, lower.tail = TRUE, error = 10^-5)

dDisHoeffInd(x, probs1, probs2, error = 10^-3)

rDisHoeffInd(n, probs1, probs2)

qDisHoeffInd(p, probs1, probs2, error = 10^-4)

Value

dDisHoeffInd gives the density, pDisHoeffInd gives the distribution function, qDisHoeffInd gives the quantile function, and rDisHoeffInd generates random samples.

Arguments

x

the value (or vector of values) at which to evaluate the function.

probs1

a vector of probabilities corresponding to the (ordered) support of X. That is if your first random variable has support \(u_1,...,u_n\) then the ith entry of probs should be \(P(X = u_i)\).

probs2

just as probs1 but for the second random variable Y.

lower.tail

a logical value, if TRUE (default), probabilities are \(P(X\leq x)\) otherwise \(P(X>x)\).

error

a tolerated error in the result. This should be considered as a guide rather than an exact upper bound to the amount of error.

n

the number of observations to return.

p

the probability (or vector of probabilities) for which to get the quantile.