# uvExactNull: Exact univariate null distribution In MultiFit: Multiscale Fisher's Independence Test for Multivariate Dependence

## Description

In a univariate case, simulate an exact null distribution for the global test statistics.

## Usage

 ```1 2``` ```uvExactNull(uv.null.sim, test.method, correct = TRUE, col0.tot, row0.tot, grand.tot, top.max.ps = 4L, verbose = FALSE) ```

## Arguments

 `uv.null.sim` Positive integer, the number of simulated values to be computed in a univariate case when an exact or approximate null distribution is simulated. `test.method` String, "Fisher" and "norm.approx" are applicable here. `correct` Logical, relates to Fisher's exact test, if `TRUE` the exact null is simulated for the mid-`p` corrected `p`-values. `col0.tot` Numerical vector, containing the column-0 totals of all 2x2 contingency tables for which simulated values are asked for. Has to be the same length as `row0.tot` and `grand.tot`. `row0.tot` Numerical vector, containing the row-0 totals of all 2x2 contingency tables for which simulated values are asked for. Has to be the same length as `col0.tot` and `grand.tot`. `grand.tot` Numerical vector, containing the totals of all 2x2 contingency tables for which simulated values are asked for. Has to be the same length as `col0.tot` and `row0.tot`. `top.max.ps` Positive integer, report the mean of the top `top.max.ps` order statistics of the negative logarithm of all `p`-values. `verbose` Logical.

## Value

List of two numerical vectors for each of the global test statistics. Each such vector is of length `uv.null.sim`.

MultiFit documentation built on Jan. 11, 2020, 9:23 a.m.