many.crit: Computation of critical values for several test statistics

In PoweR: Computation of Power and Level Tables for Hypothesis Tests

Description

Computation of critical values for several test statistics, several n values, and several level values, for a given distribution

Usage

many.crit(law.index,stat.indices,M = 10^3,vectn = c(20,50,100),levels = c(0.05,0.1),
  alter = create.alter(stat.indices),law.pars = NULL,parstats = NULL,model = NULL,
  Rlaw=NULL, Rstats = NULL,center=FALSE, scale=FALSE)

Arguments

law.index	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.

Examples

critval <- many.crit(law.index=2,stat.indices=c(10,15),M=10^3,vectn=c(20,50,100),
                     level=c(0.05,0.1),alter=list(stat10=3,stat15=3),law.pars=NULL,
                     parstats=NULL)
print(critval,digits=3,latex.output=FALSE)

PoweR documentation built on May 2, 2019, 2:09 p.m.