marginal.dt: Estimated arginal density of t-statistics
Description
Estimated arginal density of t-statistics from ncpest classUsage
marginal.dt(obj,...)
## S3 method for class 'parncpt':
marginal.dt(obj,...)
## S3 method for class 'nparncpt':
marginal.dt(obj, ...)
## S3 method for class 'sparncpt':
marginal.dt(obj, ...)
Arguments
...
Other argument passed to dtn.mix, most notably, the approximaiton argument Value
- A function of one argument (
x), i.e., the marginal density function.
Details
When obj$data$df are all equal to each other, a single marginal density is clearly defined for all obj$data$tstat. Otherwise,
the marginal density is defined as a discrete mixture of densities, one for each distinct degree of freedom,
with mixing proportion based on that of obj$data$df.References
Qu L, Nettleton D, Dekkers JCM. (2012) Improved Estimation of the Noncentrality Parameter Distribution from a Large Number of $t$-statistics, with Applications to False Discovery Rate Estimation in Microarray Data Analysis. Biometrics (in press).