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]