bayesSurv (version 2.6)

simult.pvalue: Compute a simultaneous p-value from a sample for a vector valued parameter.

Description

The p-value is computed as 1 - the credible level of the credible region which just cover the point (0, 0, ..., 0)'.

The function returns also the simultaneous credible region (rectangle) with a specified credible level.

Usage

simult.pvalue(sample, precision=0.001, prob=0.95)
"print"(x, ...)

Arguments

sample

a data frame or matrix with sampled values (one column = one parameter)

precision

precision with which the p-value is to be computed

prob

probability for which the credible region is to be computed

x

an object of class simult.pvalue

...

who knows

Value

An object of class 'simult.pvalue'.

References

Besag, J., Green, P., Higdon, D. and Mengersen, K. (1995). Bayesian computation and stochastic systems (with Discussion). Statistical Science, 10, 3 - 66. page 30

Held, L. (2004). Simultaneous posterior probability statements from Monte Carlo output. Journal of Computational and Graphical Statistics, 13, 20 - 35.

Examples

m <- 1000
sample <- data.frame(x1=rnorm(m), x2=rnorm(m), x3=rnorm(m))
simult.pvalue(sample)

sample <- data.frame(x1=rnorm(m), x2=rnorm(m), x3=rnorm(m, mean=2))
simult.pvalue(sample)

sample <- data.frame(x1=rnorm(m), x2=rnorm(m), x3=rnorm(m, mean=5))
simult.pvalue(sample, prob=0.99, precision=0.0001)