computeCurrentProbability {GroupSeq}R Documentation

Computes probabilities for current analysis.

Description

Compute probabilities for current analysis. Applying Fubini's Theorem to Armitage, McPherson and Rowe's formula, the inner integral is the normal distribution function and the outer is computed by a trapezoidal rule numerical integration.

Usage

computeCurrentProbability(lastGrid, numberOfIntegrationIntervalls, lowerIntegrationLimit, upperIntegrationLimit, i, gridSize, standardDeviation)

Arguments

lastGrid is the vector of density values from the previous step.
numberOfIntegrationIntervalls is the number of integration intervalls
lowerIntegrationLimit is the vector of lower integration limits.
upperIntegrationLimit is the vector of upper integration limits.
i is the index of the current step.
gridSize is the grid size (not used here).
standardDeviation is the standard deviation of the process increment.

Value

probStopping is the probaility of reaching ith analysis and stopping here the value of the integral from lowerIntegrationLimit to upperIntegrationLimit.
probExceedingUpper the probaility of reaching ith and exceeding upper. here the value of the integral from upperIntegrationLimit to infinity.
probExceedingLower is the probability of reaching ith and exceeding lower here the value of the integral from lowerIntegrationLimit to minus infinity

Note

This function is meant to be called in context of using groupseq

Author(s)

Roman Pahl

References

Armitage, McPherson & Rowe 1969 JRSSA

See Also

groupseq, pnorm integrateByTrapez,

Examples

## function depends heavily on calculations before (e.g.the 'grid'), 
## so you donīt want to use it by manual and therefore an example is not useful

[Package GroupSeq version 1.0 Index]