This function provides p-values for the test of the probability of ruin using one of two different methods.
The observed values of the test statistic as numeric vector or matrix, see Details.
A character string determining the method used.
The bootstrap replications that
This function is not intended to be used by itself, but rather in combination with
rpteststat. Hence, ideally, both
x.boot stem from a call of the
method = "bootstrap", then bootstrap p-values are computed. The values of
compared to those of
x.boot. The number of rows of
x.boot has to match the number of
x (or its length if it is a vector). For most applications, however,
be a single number and
x.boot will be the bootstrap replications of
method = "normal" the p-values are computed using the asymptotic normal approximation of
the test statistic.
x can be a vector, a matrix or an array of numerics.
The elements of
x are interpreted as statistics of separate, independent tests, and adjusting
the p-values for multiple comparison may be necessary.
A numeric (vector, matrix or array) with the same dimension as
method = "normal", the argument
x.boot is not used and a warning is issued if it is
Baumgartner, B. and Gatto, R. (2010) A Bootstrap Test for the Probability of Ruin in the Compound Poisson Risk Process. ASTIN Bulletin, 40(1), pp. 241–255.
p.adjust from the package stats provides methods to adjust p-values for
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