Produces p-values given a list of simulated test statistics and the true test statistic (which may be a vector if it is the output of multiple RP functions).
A numeric vector of test statistics.
A list of test statisitcs, each component of which is a numeric vector.
In the case where the individual test statistics are vectors, the
first component of test is compared against the first components of
test_sim[] etc. and the results of these
multiple comparisons are combined into a single p-value (see the
reference). When the lengths of the test statistics differ, the final
components are first discarded to make all the test statistics have equal
A single p-value.
Shah, R. D., Buhlmann, P. (2016) Goodness of fit tests for high-dimensional linear models http://arxiv.org/abs/1511.03334
RPtest the output of which this would typically be
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