[R] P-value from the joint cumulative distribution of an n-dimensional order statistic

[Jeroen Van Goey]

Hello,

I want to compute the P-value from the joint cumulative distribution of an n-dimensional
order statistic in R, using the formula found on
http://cmgm.stanford.edu/%7Ekimlab/multiplespecies/Supplement/methods_network.html

My data consists of three different techniques (G2D, POCUS and RANDOM), and each has
associated with it a number of rankings (integer between 0 and 1000), like for example:

	name	r1	r2	r3	r4	r5	r6	r7	r8	r9	r10
1	G2D	939.100	929.400	919.700	910.100	784.200	387.300	377.600	87.130	18.390	17.430
2	POCUS	910.876	910.876	753.944	753.944	0.235	0.208	0.160	0.160	0.016	0.000
3	RANDOM	917.328	893.808	848.294	725.135	462.952	383.682	292.386	46.654	12.466	7.134

I tried already with the package ISMEV from CRAN, (used for order statistics), but the
results I get then don't make me much wiser.

> library(DBI)
> library(RMySQL)
> library(ismev)
> drv <- dbDriver("MySQL")
> con <- dbConnect(drv, group = "mysql")
> ibd <- dbSendQuery(con, statement = paste("SELECT * FROM database") )
> ibddata <- fetch(ibd, n = -1)
> ibdfit <- rlarg.fit(ibddata[,-1])
>ibdfit
$trans
[1] FALSE

$model
$model[[1]]
NULL

$model[[2]]
NULL

$model[[3]]
NULL


$link
[1] "c(identity, identity, identity)"

$conv
[1] 1

$nllh
[1] -195.1587

$data
          r1         r2          r3          r4          r5         r6
1 1.7430e-03 1.8390e-03 3.77600e-03 3.87300e-03 7.84200e-03 8.7130e-03
2 1.0000e-16 8.0000e-15 8.00000e-15 8.00000e-15 1.04000e-14 1.1760e-13
3 7.1338e-02 1.2466e-01 2.92386e-01 3.83682e-01 4.62952e-01 4.6654e-01
           r7          r8          r9         r10
1 9.10100e-03 9.19700e-03 9.29400e-03 9.39100e-03
2 3.76972e-11 3.76972e-11 4.55438e-11 4.55438e-11
3 7.25135e-01 8.48294e-01 8.93808e-01 9.17328e-01

$mle
[1] 0.1332361 0.5694678 4.2741269

$cov
              [,1]         [,2]          [,3]
[1,]  3.998775e-12 2.572874e-17 -3.300609e-18
[2,]  2.572874e-17 3.998854e-12  1.264103e-17
[3,] -3.300609e-18 1.264103e-17  3.998948e-12

$se
[1] 1.999694e-06 1.999713e-06 1.999737e-06

$vals
            mu        sc       xi
[1,] 0.1332361 0.5694678 4.274127
[2,] 0.1332361 0.5694678 4.274127
[3,] 0.1332361 0.5694678 4.274127

$r
[1] 10


Can ayone explain all these values to me, or point me the way how I can implement the
formula from
http://cmgm.stanford.edu/%7Ekimlab/multiplespecies/Supplement/methods_network.html in R?

Thanks in advance.

NB: this message is also crossposted at sci.stat.consult & sci.stat.math