wood.pvalue: Chi-square approximation to a sum of Chi-squares
Description
Returns an approximation to P(coef'X > f) for X=(X1,...,Xk)', a vector of iid
one df chi-squared rvs. coef is a list of positive coefficients. tol is used
to check for near-zero conditions.
Usage
wood.pvalue(coef, f, tol=0, print=F)
Arguments
coef
Vector of positive numbers, usually from the eigenvalues of a
random matrix
f
observed value of statistic
tol
A small number for tolerance
print
If TRUE, print the output; if FALSE return the pvalue
Value
Returns the tail area probability.
Details
Following Wood (1989), use either a Saterthwaite-Welsh, inverse gamma or
three-parameter Pearson Type IV approximation, depending on the values of
the coefficients.
References
See Wood (1989), Communications in Statistics, Simulation 1439-1456.
Translated from Arc function wood-pvalue.