function(k, n0, pstar, conf, rep) { # last update 1/30/97 # function to estimate critical values for comparisons with a standard # when mu0 is known, variances are unknown and unequal. # returns estimate of (g,h) with conf*100% upper confidence bound on g # # k = number of treatments excluding the standard # n0 = first-stage sample size # pstar = 1-alpha value (PCS); single value only in this version # rep = number of replications to use for estimate # conf = confidence level on upper bound # # first get h numerically Hstar <- qt(pstar^(1/k), n0 - 1) # # then use h to get g set.seed(13) Z <- matrix(rnorm((k - 1) * rep), ncol = k - 1) Zk <- matrix(rnorm(rep), ncol = 1) Y <- matrix(rchisq((k - 1) * rep, n0 - 1), ncol = k - 1) C <- matrix(rchisq(rep, n0 - 1), ncol = 1) Cmat <- matrix(C, ncol = k - 1, nrow = rep, byrow = F) denom <- sqrt((n0 - 1) * (1/Y + 1/Cmat)) G <- sort(apply(cbind(Zk/sqrt(C/(n0 - 1)) + Hstar, Z * denom), 1, max)) Gstar <- quantile(G, pstar) upper <- ceiling(pstar * rep + qnorm(conf) * sqrt(pstar * (1 - pstar) * rep) + 0.5) Gupper <- G[upper] result <- rbind(Hstar, Gstar, Gupper) result }