[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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