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TauStar (version 1.1.8)

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 \(P(X\leq x)\) 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.