pchisqsum {survey} | R Documentation |
The distribution of a quadratic form in p standard Normal variables is a linear combination of p chi-squared distributions with 1df. This function provides the cumulative distribution function by numerical inversion of the characteristic function and also provides the Satterthwaite approximation.
pchisqsum(x, df, a, lower.tail = TRUE, method = c("satterthwaite", "integration"))
x |
Observed values |
df |
Vector of degrees of freedom |
a |
Vector of coefficients |
lower.tail |
lower or upper tail? |
method |
Satterthwaite approximation or numerical integration? |
Vector of cumulative probabilities
x <- 5*rnorm(1001)^2+rnorm(1001)^2 x.thin<-sort(x[1+(0:50)*20]) p.invert<-pchisqsum(x.thin,df=c(1,1),a=c(5,1),method="integration") p.satt<-pchisqsum(x.thin,df=c(1,1),a=c(5,1),method="satt") plot(p.invert, p.satt,type="l") abline(0,1,lty=2,col="purple")