folding.test.pvalue: Computes the p-value of the folding test

Description Usage Arguments Value Examples

Description

Computes the p-value of the folding test

Usage

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Arguments

Phi

the folding statistics

n

sample size

d

dimension

Value

the p-value (the lower, the more significant)

Examples

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library(MASS)
n = 5000
d = 2
mu = c(0,0)
Sigma = matrix(c(1,0.5,1,0.5), ncol = d)
X = mvrnorm(n = n, mu = mu, Sigma = Sigma)
Phi = folding.statistics(X)
p = folding.test.pvalue(Phi,n,d)

Rfolding documentation built on May 2, 2019, 10:58 a.m.