help somersd_mata

Title

somersd_mata -- Mata functions used by somersd

Contents

Online
help entry Function Purpose

blncdtree() blncdtree() create balanced binary search tree
_blncdtree() create balanced binary search subtree
tidottree() concordance-discordance difference totals
tidot() concordance-discordance difference totals
(inefficiently)

_u2jackpseud() _u2jackpseud() jackknife pseudovalues for degree-2 U statistics
_v2jackpseud() jackknife pseudovalues for degree-2 V statistics

_somdtransf() _somdtransf() transformations used by somersd

_bcsf_bracketing() _bcsf_bracketing() bracketing a value of a monotonic bounded step function
_bcsf_bisect() bracket convergence by bisection method
_bcsf_regula() bracket convergence by regula falsi method
_bcsf_ridders() bracket convergence by Ridders' method

Description

The functions above are used by somersd to calculate jackknife
pseudovalues for sample means, Hoeffding U statistics and Von Mises V
statistics, and by censlope to carry out bracket convergence in the
iterative estimation of percentile slopes. The pseudovalues are based on
concordance-discordance difference totals, which can be calculated efficiently
using balanced binary search trees. The program somersd uses these
pseudovalues to calculate delta-jackknife confidence intervals for
Somers' D or for Kendall's tau-a.

Author

Roger Newson, Imperial College London, UK.

Email: r.newson@imperial.ac.uk

Also see

Online: mata,

somersd, if installed