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Distributions.c File Reference

#include "party.h"

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Functions

double C_quadformConditionalPvalue (const double tstat, const double df)
SEXP R_quadformConditionalPvalue (SEXP tstat, SEXP df)
double C_maxabsConditionalPvalue (const double tstat, const double *Sigma, const int pq, int *maxpts, double *releps, double *abseps, double *tol)
SEXP R_maxabsConditionalPvalue (SEXP tstat, SEXP Sigma, SEXP maxpts, SEXP releps, SEXP abseps, SEXP tol)
void C_MonteCarlo (double *criterion, SEXP learnsample, SEXP weights, SEXP fitmem, SEXP varctrl, SEXP gtctrl, double *ans_pvalues)
SEXP R_MonteCarlo (SEXP criterion, SEXP learnsample, SEXP weights, SEXP fitmem, SEXP varctrl, SEXP gtctrl)


Detailed Description

Conditional Distributions

Author:
Author
hothorn
Date:
Date
2006-08-25 10:53:10 +0200 (Fri, 25 Aug 2006)

Definition in file Distributions.c.


Function Documentation

double C_maxabsConditionalPvalue const double  tstat,
const double *  Sigma,
const int  pq,
int *  maxpts,
double *  releps,
double *  abseps,
double *  tol
 

Conditional asymptotic P-value of a maxabs-type test statistic
Basically the functionality from package `mvtnorm'

Parameters:
tstat test statitstic
Sigma covariance matrix
pq nrow(Sigma)
maxpts number of Monte-Carlo steps
releps relative error
abseps absolute error
tol tolerance

Definition at line 52 of file Distributions.c.

References mvtdst.

Referenced by C_ConditionalPvalue(), and R_maxabsConditionalPvalue().

void C_MonteCarlo double *  criterion,
SEXP  learnsample,
SEXP  weights,
SEXP  fitmem,
SEXP  varctrl,
SEXP  gtctrl,
double *  ans_pvalues
 

Monte-Carlo approximation to the conditional pvalues

Parameters:
criterion vector of node criteria for each input
learnsample an object of class `LearningSample'
weights case weights
fitmem an object of class `TreeFitMemory'
varctrl an object of class `VariableControl'
gtctrl an object of class `GlobalTestControl'
ans_pvalues return values; vector of adjusted pvalues

Definition at line 169 of file Distributions.c.

References C_LinearStatistic(), C_max(), C_PermutedLinearStatistic(), C_SampleNoReplace(), C_TeststatCriterion(), get_ninputs(), get_nobs(), get_nresample(), get_transformation(), get_varmemory(), has_missings(), ncol(), PL2_expcovinfSym, PL2_inputsSym, PL2_linearstatisticSym, PL2_responsesSym, and PL2_sumweightsSym.

Referenced by C_GlobalTest(), and R_MonteCarlo().

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double C_quadformConditionalPvalue const double  tstat,
const double  df
 

Conditional asymptotic P-value of a quadratic form

Parameters:
tstat test statistic
df degree of freedom

Definition at line 18 of file Distributions.c.

Referenced by C_ConditionalPvalue(), and R_quadformConditionalPvalue().

SEXP R_maxabsConditionalPvalue SEXP  tstat,
SEXP  Sigma,
SEXP  maxpts,
SEXP  releps,
SEXP  abseps,
SEXP  tol
 

R-interface to C_maxabsConditionalPvalue

Parameters:
tstat test statitstic
Sigma covariance matrix
maxpts number of Monte-Carlo steps
releps relative error
abseps absolute error
tol tolerance

Definition at line 142 of file Distributions.c.

References C_maxabsConditionalPvalue(), and nrow().

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SEXP R_MonteCarlo SEXP  criterion,
SEXP  learnsample,
SEXP  weights,
SEXP  fitmem,
SEXP  varctrl,
SEXP  gtctrl
 

R-interface to C_MonteCarlo

Parameters:
criterion vector of node criteria for each input
learnsample an object of class `LearningSample'
weights case weights
fitmem an object of class `TreeFitMemory'
varctrl an object of class `VariableControl'
gtctrl an object of class `GlobalTestControl'

Definition at line 281 of file Distributions.c.

References C_MonteCarlo(), and get_ninputs().

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SEXP R_quadformConditionalPvalue SEXP  tstat,
SEXP  df
 

R-interface to C_quadformConditionalPvalue

Parameters:
tstat test statitstic
df degree of freedom

Definition at line 29 of file Distributions.c.

References C_quadformConditionalPvalue().

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