herm_poly_diff_t {GBJ} | R Documentation |
herm_poly_diff_t.R
Description
Internal function to add up the infinite sum term in calculating the variance of S(t) when the test statistics Z_1,...,Z_d have a non-zero mean. See GBJ paper for more details.
Usage
herm_poly_diff_t(t1, t2, pairwise_cors)
Arguments
t1 |
t1 and t2 are interchangeable. One should be t-mu and one should be -t-mu. |
t2 |
t1 and t2 are interchangeable. One should be t-mu and one should be -t-mu. |
pairwise_cors |
A vector of all d(d-1)/2 pairwise correlations between the test statistics, where d is total number of test statistics in the set. |
Value
The result of the infinite sum.
Examples
herm_poly_diff_t(t1=0, t2=0, pairwise_cors=rep(0.3, 10))
[Package GBJ version 0.5.4 Index]