[R] Dunnett's test

[JRG]

To:             	kjetilh at umsanet.edu.bo
Copies to:      	Kenneth Cabrera <krcabrer at perseus.unalmed.edu.co>,
       	r-help at stat.math.ethz.ch
Subject:        	Re: [R] Dunnett's test
From:           	Peter Dalgaard BSA <p.dalgaard at biostat.ku.dk>
Date sent:      	23 Oct 2001 01:03:07 +0200

> kjetil halvorsen <kjetilh at umsanet.edu.bo> writes:
> 
> > > help.search("dunnett")
> > No help files found with alias or title matching `dunnett'
> > 
> > so it seems like nobody have implemented this.
> > 
> > for how to build it in R, see the " writing R extensions manual", and
> > look in ctest for examples of how to use 
> > "htest". For writing dunnett.test, it will be a good idea to return the
> > result as a list with class "htest". Then the printing of the result
> > will be done
> > automatically.
> > 
> > Kjetil Halvorsen
> 
> The real obstacle would seem to be the distribution of the many-one
> t-statistic. This doesn't seem to be available from any of the
> standard subroutine sources (apstat and toms). Miller's book cites the
> tables from a 1964 paper by Dunnett - I browsed through it earlier
> today and it seemed that the density can be calculated explicitly, but
> you need numerical integration to get the CDF. Anyone have a handful
> of spare evenings to code this up?
> 
> -- 
>    O__  ---- Peter Dalgaard             Blegdamsvej 3  


The distribution in question is a certain type of multivariate t.  
Dunnett himself provided FORTRAN code for calculating quantiles of 
that distribution, in _Applied Statistics_ (1989).  [It's Algorithm 
AS251.1.].  My copy of the code (downloaded from StatLib, I think) 
also has a simple driver/demo program by Dunnett, dated 
10Apr1995.

---JRG


John R. Gleason

Syracuse University
430 Huntington Hall                      Voice:   315-443-3107
Syracuse, NY 13244-2340  USA             FAX:     315-443-4085

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