typeIerror_Simes_mvtnorm {itrimhoch} | R Documentation |
Calculate the type I error rate of the weighted Simes test
Description
Calculate the type I error rate of the weighted Simes test
Usage
typeIerror_Simes_mvtnorm(
rho,
adjFct = 0,
alpha,
alphavec = c(alpha/2, alpha/2)
)
Arguments
rho |
the correlation coefficient between two test statistics |
adjFct |
a pre-specified constant in the improved weighted Hochberg procedure, called the adjustment factor or k value |
alpha |
the significance level |
alphavec |
a numeric vector of two values representing the weighted significance levels assigned to the two hypotheses |
Value
the type I error rate
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.
Examples
typeIerror_trimSimes_mvtnorm(rho = 0, adjFct = 0, alpha = 0.05)
[Package itrimhoch version 1.0.0 Index]