tailProbability {GroupSeq} | R Documentation |
This function calculates tail probability by numerical integration.
tailProbability(upperBound, previousDensity, numberOfIntegrationIntervalls, lowerIntegrationLimit, upperIntegrationLimit, standardDeviation)
upperBound |
~is the argument for evaluation. |
previousDensity |
is the vector of density values from the previous step. |
numberOfIntegrationIntervalls |
is the number of intervals for numerical integration. |
lowerIntegrationLimit |
is the lower integration limit from the previous step. |
upperIntegrationLimit |
is the upper integration limit from the previous step. |
standardDeviation |
is the standard deviation of the process increment. |
result |
which is the calculated tail probability |
This function is meant to be called in context of using groupseq
Roman Pahl
http://www.biostat.wisc.edu/landemets/
groupseq
, pnorm
integrateByTrapez
## function depends heavily on calculations before (e.g. 'previousDensity') and calls himself several times ## so you donīt want to use it by manual and therefore an example is not useful.