Function Find-Critical-Value

Part of:

package cl-mathstats
( find-critical-value < p-function > < p-value > &optional < x-tolerance > < y-tolerance > )

Returns the critical value of some statistic. The function p-function&#39;<br> should be a unary function mapping statistics---x values---to their<br> significance---p values. The function will find the value of x such that the<br> p-value is p-value.' The function works by binary search. A secant method
might be better, but this seems to be acceptably fast. Only positive values of
x are considered, and p-function&#39; should be monotonically decreasing from its<br> value at x=0. The binary search ends when either the function value is within<br> y-tolerance' of p-value&#39; or the size of the search region shrinks to less than<br> x-tolerance.'