pvalueMC: Monte-Carlo computation of a p-value for one single test...

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

Description

This function can compute the p-value associated with a test statistic value from a sample of observations.

Usage

pvalueMC(data, stat.index, null.law.index, M = 10^5, alter, null.law.pars = NULL,
         stat.pars = NULL, list.stat = NULL, method = c("Fisher"),
         center = FALSE, scale = FALSE)

Arguments

data	sample of observations.
stat.index	index of a test statistic as given by function getindex.
null.law.index	index of the distribution to be tested (the null hypothesis distribution), as given by function getindex.
M	number of Monte-Carlo repetitions to use.
alter	value (in 0,1,2,3,4) giving the the type of test (See Section 3.3 in Lafaye de Micheaux, P. and Tran, V. A. (2014)).
null.law.pars	vector of parameters for the law. The length of this parameter should not exceed 4. If not provided, the default values are taken using getindex function.
stat.pars	a vector of parameters. If NULL, the default parameter values for the statistic specified by this statistic wil be used.
list.stat	if not NULL, a vector of test statistic values should be provided. If NULL, these values will be computed.
method	method to use for the computation of the p-value. Only 'Fisher' method is available for the moment.
center	Logical. Should we center the data generated
scale	Logical. Should we center the data generated

Value

The Monte-Carlo p-value of the test.

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 statcompute.

Examples

x <- rnorm(100)
statcompute(1,x,level = c(0.05),alter = 3)$pvalue
pvalueMC(x,stat.index = 1,null.law.index = 2,M = 10^5,alter = 3)

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