law index as given by function getindex. length(law.index)=1
stat.indices
vector of statistic indices as given by function getindex.
M
number of Monte Carlo repetitions to use.
vectn
vector of number of observations for the samples to be generated.
levels
vector of required level values.
alter
named-list with type of test for each statistical test:
alter[["statj"]]=0, 1 ,2, 3 or 4; for each j in stat.indices (0: two.sided=bilateral, 1: less=unilateral, 2:
greater=unilateral, 3: bilateral test that rejects H0 only for large
values of the test statistic, 4: bilateral test that rejects H0 only
for small values of the test statistic)
law.pars
NULL or a vector of length at most 4 containing 4 possible
parameters to generate random values from distribution law(law.pars[j],j<=4)
parstats
named-list of parameter values for each statistic to simulate.
The names of the list should be statj, j taken in stat.indices.
If statj=NA, the default parameter values for
the test statistic statj will be used.
model
NOT IMPLEMENTED YET. If NULL, no model is used.
If an integer i>0, the model coded in the C function modelei is used.
Else this should be an R function that
takes three arguments: eps (vector of ε values), thetavec
(vector of θ values) and xvec (vector or matrix of x values).This function should take a
vector of errors, generate observations from a model (with
parameters thetavec and values xvec) based on these errors, then
compute and return the residuals from the model. See function
modele1.R in directory inst/doc/ for an example in multiple linear regression.
Rlaw
If 'law.index' is set to 0 then 'Rlaw' should be a (random generating) function.
Rstats
A list of same length as stat.indices. If a value of the vector stat.indices is set to 0, the corresponding component of the list
Rstats should be an R function that outputs
a list with components statistic (value of the test statistic),
pvalue (pvalue of the test; if not computable should be set to 0), decision (1 if we reject the null,
0 otherwise), alter (see above), stat.pars (see above),
pvalcomp (1L if the pvalue can be computed, 0L otherwise),
nbparstat (length of stat.pars). If a value of stat.indices is not 0,
then the corresponding component of Rstats should be set to NULL.
center
Logical. Should we center the data generated
scale
Logical. Should we center the data generated
Value
An object of class critvalues, which is a list where each element of the list contains a matrix
for the corresponding statistic. This column matrices are: n values,
level values, parameters of the test statistic (NA if none), left critical values and right critical values).
Author(s)
P. Lafaye de Micheaux, V. A. Tran
References
Pierre Lafaye de Micheaux, Viet Anh Tran (2016). PoweR: A
Reproducible Research Tool to Ease Monte Carlo Power Simulation
Studies for Studies for Goodness-of-fit Tests in R. Journal of Statistical Software, 69(3), 1–42. doi:10.18637/jss.v069.i03
See Also
See print.critvalues for a LaTeX output of the
results of this function.