pval_for_mag: A helper function that calculates the estimated p-value for a...

In amp: Statistical Test for the Multivariate Point Null Hypotheses

A helper function that calculates the estimated p-value for a given observed alternative and a given norm.

Description

A helper function that calculates the estimated p-value for a given observed alternative and a given norm.

Usage

pval_for_mag(mc_limit_dstr, dir, norms_idx = 2, norm_type = "lp", ...)

Arguments

mc_limit_dstr	the simulated data draw from the limiting distribution under the null
dir	the observed estimate of the parameter
norms_idx	the index for the norm used
norm_type	the type of norm used
...	additional arguments that may be passed to pval_for_mag, but which will be ignored.

Value

The p-value for a test with estimate given by dir and limiting distribution given by mc_limit_dstr.

amp documentation built on April 6, 2022, 9:06 a.m.