Returns an approximation to P(coef'X > f) for X=(X1,...,Xk)', a vector of iid one df chi-squared rvs. coef is a list of positive coefficients. tol is used to check for near-zero conditions.
wood.pvalue(coef, f, tol=0, print=F)
coef |
Vector of positive numbers, usually from the eigenvalues of a random matrix |
f |
observed value of statistic |
tol |
A small number for tolerance |
print |
If TRUE, print the output; if FALSE return the pvalue |
Following Wood (1989), use either a Saterthwaite-Welsh, inverse gamma or three-parameter Pearson Type IV approximation, depending on the values of the coefficients.
Returns the tail area probability.
Sanford Weisberg <sandy@stat.umn.edu>. Arc version by Dennis Cook.
See Wood (1989), Communications in Statistics, Simulation 1439-1456. Translated from Arc function wood-pvalue.