Description Usage Arguments Value Examples
Computes the p-value of the folding test
1 | folding.test.pvalue(Phi, n, d)
|
Phi |
the folding statistics |
n |
sample size |
d |
dimension |
the p-value (the lower, the more significant)
1 2 3 4 5 6 7 8 | 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)
|
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