find_rho_target_mvtnorm {itrimhoch} | R Documentation |
Find the partial derivative of the error rate with respect to the correlation coefficient rho when k and rho are given
Description
Find the partial derivative of the error rate with respect to the correlation coefficient rho when k and rho are given
Usage
find_rho_target_mvtnorm(rho, k, alpha, alphavec = c(alpha/2, alpha/2))
Arguments
rho |
the correlation coefficient between two test statistics |
k |
a pre-specified constant in the improved trimmed weighted Hochberg procedure |
alpha |
the significance level |
alphavec |
a numeric vector of two values representing the weighted significance levels assigned to the two hypotheses |
Value
the partial derivative of the error rate with respect to the correlation coefficient rho
Author(s)
Jiangtao Gou
References
Gou, J., Chang, Y., Li, T., and Zhang, F. (2025). Improved trimmed weighted Hochberg procedures with two endpoints and sample size optimization. Technical Report.
[Package itrimhoch version 1.0.0 Index]