Generating function(s) for class 'cutoff'
Generating function(s) for class cutoff.
cutoff(name = "empirical", body.fct0,
cutoff.quantile = 0.95,
norm = NormType(), QF, nsim = 100000)
cutoff.sememp(cutoff.quantile = 0.95)
cutoff.chisq(cutoff.quantile = 0.95)
cutoff.quant(qfct)name |
argument for name slot of |
body.fct0 |
a call generated by code wrapped to |
cutoff.quantile |
numeric (in [0,1]); the corresponding slot value for the |
norm |
an object of class |
nsim |
integer: the sample size used for determining the quantiles of x'Qx\^.5 for x multivariate standard normal and Q a corresponding quadratic form |
QF |
a quadratic (positive semidefinite, symmetric) matrix used as quadratic form |
qfct |
a (nominal) quantile function |
cutoff generates a valid object of class "cutoff".
As function slot fct may only have a formal argument data,
the other arguments to determine the cutoff value, i.e. norm, QF, nsim,
cutoff.quantile, nsim have to enter the scope of this
function by lexical scoping; now cutoff.quantile, norm, QF
are to be taken from the calling environment (not from the defining one),
so we have delay evaluation of the function body, which is why we assume
it to be given wrapped into substitute resp. quote.
body.fct0 is by default (i.e. if argument body.fct0 is missing) set
toquote(quantile(slot(norm,"fct")(data), cutoff.quantile)), internally,
i.e.; to an empirical quantile of the corresponding norms.
cutoff.sememp() is a helper function generating the theoretical (asymptotic)
quantile of (the square root of) a corresponding quadratic form, assuming multivariate
normality; to determine this quantile nsim simulations are used.
cutoff.chisq() is a helper function generating the theoretical (asymptotic)
quantile of (the square root of) a (self-standardized) quadratic form, assuming multivariate
normality; i.e.; a corresponding quantile of a Chi-Square distribution.
cutoff.quant() is a helper function generating the theoretical quantile
corresponding to the quantile function qfct; if qfct is missing,
it searches the caller environment for an object ..ICloc, and if this
exists it uses the respective model quantile function; the fallback is
qnorm. At any rate, if there is an object ..trf in the scope of
the function it is used to transfer the quantile (after its evaluation).
Object of class "cutoff".
Peter Ruckdeschel peter.ruckdeschel@uni-oldenburg.de
cutoff() cutoff.sememp() cutoff.chisq()
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