TauStar (version 1.1.7)

pMixHoeffInd: Null asymptotic distribution of t* in the mixed case

Description

Density, distribution function, quantile function and random generation for the asymptotic null distribution of t* in the mixed case. That is, in the case that t* is generated a sample from an independent bivariate distribution where one coordinate is marginally discrete and the other marginally continuous.

Usage

pMixHoeffInd(x, probs, lower.tail = TRUE, error = 10^-6)
dMixHoeffInd(x, probs, error = 10^-3)
rMixHoeffInd(n, probs, error = 10^-8)
qMixHoeffInd(p, probs, error = 10^-4)

Value

dMixHoeffInd gives the density, pMixHoeffInd gives the distribution function, qMixHoeffInd gives the quantile function, and rMixHoeffInd generates random samples.

Arguments

x

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

probs

a vector of probabilities corresponding to the (ordered) support the marginally discrete random variable. That is, if the marginally discrete distribution has support $u_1,...,u_n$ then the ith entry of probs should be the probability of seeing $u_i$.

lower.tail

a logical value, if TRUE (default), probabilities are $P(X\le x)$ 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.