dot-MonteCarlo: Monte Carlo Draws

In RecordTest: Inference Tools in Time Series Based on Record Statistics

Monte Carlo Draws

Description

This function performs Monte Carlo simulations when needed, it is not developed for the use of the user.

Usage

.MonteCarlo(
  statistic,
  alternative,
  FUN,
  B = 1000,
  rdist = stats::runif,
  Trows,
  Mcols,
  ...
)

Arguments

statistic	Observed value of the statistic.
alternative	A character string indicating the alternative hypothesis and must be one of "greater", "less" or "two.sided".
FUN	A function that computes the statistic.
B	An integer specifying the number of replicates used in the Monte Carlo approach.
rdist	function that simulates continuous random variables, e.g., runif (fastest in stats package), rnorm or rexp.
Trows, Mcols	Number of rows and columns respectively, of the desired sample rdist.
...	Not used.

Value

Estimated p-value.

Author(s)

Jorge Castillo-Mateo

RecordTest documentation built on Aug. 8, 2023, 1:09 a.m.