Closed ernesto561 closed 1 year ago
I remember that I was also wondering where they got these values from (and I found it out, but forgot it in the meanwhile). Anyway, if you check stats::qnorm(percentage.values)
or stats::qnorm((1 + (1 - quant *2))/2)
(variables from CTRL-T), you will find that the values they toke correspond to a given probability value.
For example, for 0.05
-> 1.644854
; there are also some Standard Normal Distribution Z-Score Calculator to get the score.
Maybe you ask the authors of CTRL-T where the values come from.
Thanks for your answer. You are right. If qnorm(0.95)
is calculated, the result is 1.644854
, but the closest value in the CTRL-T hardcoded values is 1.6452
. As you said, this is related to the CTRL-T code implementation, so I'll close this issue.
Sorry for so many issues. I have been checking the z scores in
thresh
, which are calculated with this formula:sigma.coef <- stats::qnorm((1 + (1 - prob.thresh * 2))/2)
Which is here: thresh.R#L50.
I have tried to compare them with the ones in CTRL-T, which are hardcoded:
I have tried different non-exceedance probabilities and I don't get the same results. I don't know If I am missing something.