\name{sparncpt} \alias{sparncpt} \alias{sparncpt.parncpt} \alias{sparncpt.nparncpt} \alias{sparncpt.numeric} %- Also NEED an '\alias' for EACH other topic documented here. \title{ Semiparametric density estimation for noncentrality parameters } \description{ Semiparametric density estimation for noncentrality parameters using the combination method of Olkin and Spiegelman (1987), based on fits from both \code{\link{parncpt}} and \code{\link{nparncpt}}. } \usage{ sparncpt(obj1, obj2, ...) \method{sparncpt}{parncpt}(obj1, obj2, ...) \method{sparncpt}{nparncpt}(obj1, obj2, ...) \method{sparncpt}{numeric}(obj1, obj2, ...) } %- maybe also 'usage' for other objects documented here. \arguments{ \item{obj1, obj2}{ Case 1: \code{obj1} and \code{obj2} are of class \code{\link{parncpt}} and \code{\link{nparncpt}} respectively; or vice versa; Case 2: \code{obj1} is a numeric vector of t-statistics and \code{obj2} is a vector degrees of freedom} \item{\dots}{ other arguments passed to \code{\link{dtn.mix}}, most notably the \code{approximation} argument. } } \details{ This is a two-component mixture of a parametric fit from \code{\link{parncpt}} and a nonparametric fit from \code{\link{nparncpt}}, with mixing proportion rho. If \code{obj1} and \code{obj2} are t-statistics and degrees of freedom respectively, calls to each of \code{\link{parncpt}} and \code{\link{nparncpt}} are made and their results are used in combination. } \value{ a list with class \code{c('sparncpt','ncpest')}: \item{pi0}{estimated proportion of true nulls} \item{mu.ncp}{mean of ncp} \item{sd.ncp}{SD of ncp} \item{logLik}{an object of class \code{logLik}. The associated \code{df} is the estimated effective number of parameters (enp). The log likelihood is also penalized likelihood. See also \code{\link{logLik.ncpest}} and \code{\link{AIC}}.} \item{enp}{estimated ENP} \item{par}{estimated mixing proportion \code{rho}} \item{gradiant}{analytic gradiant at the estimate (not implemented) } \item{hessian}{analytic hessian at the estimate (not implemented) } \item{parfit}{ the fitted \code{\link{parncpt}} object} \item{nparfit}{the fitted \code{\link{nparncpt}} object} \item{nobs}{the number of test statistics} } \references{ I. Olkin and C. H. Spiegelman. (1987) A Semiparametric Approach to Density Estimation. Journal of the American Statistical Association. 82,399,858--865 Qu L, Nettleton D, Dekkers JCM. (2012) Improved Estimation of the Noncentrality Parameter Distribution from a Large Number of $t$-statistics, with Applications to False Discovery Rate Estimation in Microarray Data Analysis. Biometrics, 68, 1178--1187. } \author{ Long Qu } %\note{ %} \seealso{\code{\link{parncpt}}, \code{\link{nparncpt}}, \code{\link{fitted.sparncpt}}, \code{\link{plot.sparncpt}}, \code{\link{summary.sparncpt}}, \code{\link{coef.ncpest}}, \code{\link{logLik.ncpest}}, \code{\link{vcov.ncpest}}, \code{\link{AIC}}, \code{\link{dncp}} } \examples{ \dontrun{ data(simulatedTstat) (npfit=nparncpt(tstat=simulatedTstat, df=8)); (pfit=parncpt(tstat=simulatedTstat, df=8, zeromean=FALSE)); plot(pfit) (pfit0=parncpt(tstat=simulatedTstat, df=8, zeromean=TRUE)); plot(pfit0) (spfit=sparncpt(npfit,pfit)); plot(spfit) } } % Add one or more standard keywords, see file 'KEYWORDS' in the % R documentation directory. \keyword{ models } \keyword{ smooth }% __ONLY ONE__ keyword per line