
Go to the source code of this file.
Functions | |
| double | C_quadformConditionalPvalue (const double tstat, const double df) |
| double | C_maxabsConditionalPvalue (const double tstat, const double *Sigma, const int pq, int *maxpts, double *releps, double *abseps, double *tol) |
| void | C_MonteCarlo (double *pvalues, SEXP learnsample, SEXP weights, SEXP fitmem, SEXP varctrl, SEXP gtctrl, double *ans) |
| double C_maxabsConditionalPvalue | ( | const double | tstat, | |
| const double * | Sigma, | |||
| const int | pq, | |||
| int * | maxpts, | |||
| double * | releps, | |||
| double * | abseps, | |||
| double * | tol | |||
| ) |
Conditional asymptotic P-value of a maxabs-type test statistic
Basically the functionality from package `mvtnorm'
| tstat | test statitstic | |
| Sigma | covariance matrix | |
| pq | nrow(Sigma) | |
| maxpts | number of Monte-Carlo steps | |
| releps | relative error | |
| abseps | absolute error | |
| tol | tolerance |
Definition at line 52 of file Distributions.c.
References mvtdst().
Referenced by C_ConditionalPvalue(), and R_maxabsConditionalPvalue().

| void C_MonteCarlo | ( | double * | criterion, | |
| SEXP | learnsample, | |||
| SEXP | weights, | |||
| SEXP | fitmem, | |||
| SEXP | varctrl, | |||
| SEXP | gtctrl, | |||
| double * | ans_pvalues | |||
| ) |
Monte-Carlo approximation to the conditional pvalues
| criterion | vector of node criteria for each input | |
| learnsample | an object of class `LearningSample' | |
| weights | case weights | |
| fitmem | an object of class `TreeFitMemory' | |
| varctrl | an object of class `VariableControl' | |
| gtctrl | an object of class `GlobalTestControl' | |
| ans_pvalues | return values; vector of adjusted pvalues |
Definition at line 169 of file Distributions.c.
References C_LinearStatistic(), C_max(), C_PermutedLinearStatistic(), C_SampleNoReplace(), C_TeststatCriterion(), get_ninputs(), get_nobs(), get_nresample(), get_test_trafo(), get_transformation(), get_varmemory(), has_missings(), ncol(), PL2_expcovinfSym, PL2_inputsSym, PL2_linearstatisticSym, PL2_responsesSym, and PL2_sumweightsSym.
Referenced by C_GlobalTest(), and R_MonteCarlo().

| double C_quadformConditionalPvalue | ( | const double | tstat, | |
| const double | df | |||
| ) |
Conditional asymptotic P-value of a quadratic form
| tstat | test statistic | |
| df | degree of freedom |
Definition at line 18 of file Distributions.c.
Referenced by C_ConditionalPvalue(), and R_quadformConditionalPvalue().
1.5.6