computeCurrentProbability {GroupSeq} | R Documentation |
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.
computeCurrentProbability(lastGrid, numberOfIntegrationIntervalls, lowerIntegrationLimit, upperIntegrationLimit, i, gridSize, standardDeviation)
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. |
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 |
This function is meant to be called in context of using groupseq
Roman Pahl
Armitage, McPherson & Rowe 1969 JRSSA
groupseq
, pnorm
integrateByTrapez
,
## 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