[R] Empirical P Value

Phineas Campbell pcampbell at econ.bbk.ac.uk
Tue Oct 26 18:41:08 CEST 2004


I am trying to return the p value for a stat from the ECDF.  That is the
index of the first occurrence,
on an ordered vector, of a value either greater than or equal to a given
value.

Ideally I would not have to order the vector beforehand.

Currently I use:

	PValue<-function(stat, ECDF){
		###Get the length of the ECFD
     		L<-length(ECDF)
		###Loop through the ECDF until the p value is found
		for(i in 1:L){
			if(ECDF[i]>=stat){
				break
			}
		}
		###Return the 3 values that bracket the p value
		c((i-1)/L, i/L, (i+1)/L)
	}

Is there a way of doing this that avoids the explicit loop?

platform i386-pc-mingw32
arch     i386
os       mingw32
system   i386, mingw32
status
major    1
minor    9.1
year     2004
month    06
day      21
language R

Phineas Campbell




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