Description Usage Arguments Details Value References See Also

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).

1 | ```
pval(test, test_sim)
``` |

`test` |
A numeric vector of test statistics. |

`test_sim` |
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[[1]]`

, `test_sim[[2]]`

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
length.

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
applied to.

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