[R] Dunnett's test
Torsten.Hothorn at rzmail.uni-erlangen.de
Tue Oct 23 08:58:36 CEST 2001
> > 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
the multivariate t distribution is available in package mvtnorm (based on
the work by Genz & Bretz)
> John R. Gleason
> Syracuse University
> 430 Huntington Hall Voice: 315-443-3107
> Syracuse, NY 13244-2340 USA FAX: 315-443-4085
> PGP public key at keyservers
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