[R] Dunnett's test

[Torsten Hothorn]

> > 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.

the multivariate t distribution is available in package mvtnorm (based on
the work by Genz & Bretz)

Torsten


> 
> ---JRG
> 
> 
> John R. Gleason
> 
> Syracuse University
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