tailProbability {GroupSeq}R Documentation

tail probability

Description

This function calculates tail probability by numerical integration.

Usage

tailProbability(upperBound, previousDensity, numberOfIntegrationIntervalls, lowerIntegrationLimit, upperIntegrationLimit, standardDeviation)

Arguments

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.

Value

result which is the calculated tail probability

Note

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

Author(s)

Roman Pahl

References

http://www.biostat.wisc.edu/landemets/

See Also

groupseq, pnorm integrateByTrapez

Examples

## 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.

[Package GroupSeq version 1.0 Index]