Examples for 'survey::pchisqsum'


Distribution of quadratic forms

Aliases: pchisqsum pFsum

Keywords: survey distribution

### ** Examples

x <- 2.7*rnorm(1001)^2+rnorm(1001)^2+0.3*rnorm(1001)^2
x.thin<-sort(x)[1+(0:50)*20]
p.invert<-pchisqsum(x.thin,df=c(1,1,1),a=c(2.7,1,.3),method="int" ,lower=FALSE)
Warning in pchisqsum(x.thin, df = c(1, 1, 1), a = c(2.7, 1, 0.3), method =
"int", : Package 'CompQuadForm' not found, using saddlepoint approximation
p.satt<-pchisqsum(x.thin,df=c(1,1,1),a=c(2.7,1,.3),method="satt",lower=FALSE)
p.sadd<-pchisqsum(x.thin,df=c(1,1,1),a=c(2.7,1,.3),method="sad",lower=FALSE)

plot(p.invert, p.satt,type="l",log="xy")
abline(0,1,lty=2,col="purple")
plot of chunk example-survey-pchisqsum-1
plot(p.invert, p.sadd,type="l",log="xy")
abline(0,1,lty=2,col="purple")
plot of chunk example-survey-pchisqsum-1
pchisqsum(20, df=c(1,1,1),a=c(2.7,1,.3), lower.tail=FALSE,method="sad")
[1] 0.009519523
pFsum(20, df=c(1,1,1),a=c(2.7,1,.3), ddf=49,lower.tail=FALSE,method="sad")
[1] 0.01322202
pFsum(20, df=c(1,1,1),a=c(2.7,1,.3), ddf=1000,lower.tail=FALSE,method="sad")
[1] 0.009688087

[Package survey version 4.1-1 Index]