afgen

0th

Percentile

NN and Anscombe samples

Samples binomial Fisz and Anscombe transformed random variables on a grid of binomial probabilities.

Keywords
datagen
Usage
afgen(xgrid = seq(0, 1, length = 21), ygrid = seq(0, 1, length = 21), samples = 1000, 
binsize = 32)
Arguments
xgrid

vector of x co-ordinate probabilities.

ygrid

vector of x co-ordinate probabilities.

samples

the number of samples to draw from each random variable.

binsize

the binomial size of the binomial random variables.

Details

The function produces sampled values from the random variable: \(\zeta(X_1,X_2)=\frac{X_1-X_2}{ \sqrt{ (X_1+X_2)(2*binsize-X_1-X_2)/ 2*binsize }} \), where \(X_i\) are Bin(binsize,\(p_i\)) random variables, for all combinations of values of \(p_1\) in xgrid and \(p_2\) in ygrid. For Anscombe's transformation, \(A=sin^{-1}\sqrt{(x+3/8)/(binsize+3/4)}\), the values correspond to the random variable with the larger binomial probability.

Value

a

an array of dimensions length(xgrid)xlength(ygrid)xsamples of values of binomial Haar-Fisz random variable.

b

an array of dimensions length(xgrid)xlength(ygrid)xsamples of values of A.

References

Anscombe, F.J. (1948) The transformation of poisson, binomial and negative binomial Data, Biometrika,35, 246--254. Nunes, M. and Nason, G.P. (2009) A multiscale variance stabilization for binomial sequence proportion estimation. Statistica Sinica, 19 (1491--1510).

See Also

ansc

Aliases
  • afgen
Examples
# NOT RUN {
##
varvalues<-afgen(xgrid=seq(0,1,length=21),ygrid=seq(0,1,length=21),samples=1000,binsize=32)

##creates 1000 samples of the two random variables zeta_B and A for each point 
##(x,y) for x and y regularly-spaced probability vectors of length 21.
##
# }
Documentation reproduced from package binhf, version 1.0-3, License: GPL (>= 2)

Community examples

Looks like there are no examples yet.