Description Usage Arguments Details Value Author(s) See Also Examples
Calculate P values of CVM statistics using their asymptotic distributions
1 |
statistic |
test statistic |
Msig |
Matrix used to produce eigenvalues to estimate the asymptotic distributions of the test statistic |
imhof |
Logical. Set to be FALSE if Imhof's method is NOT used to approximate the null. The package"CompQuadForm" is required if "imhof=TRUE" |
cvmPval is used by groupFit to calculate test statistics for fit distributions.
P-value for test statistic
Shaun Zheng Sun and Dillon Duncan
groupFit
: Data fitting function
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 | # A_squared and MsigA derived from
#(Choulakian, Lockhart and Stephens(1994) Example 3, p8)
A_squared <- 1.172932
MsigA <- matrix(c(0.05000, 0.03829, 0.02061, 0.00644,
0.03829, 0.30000, 0.16153, 0.05050,
0.02061, 0.16153, 0.30000, 0.09379,
0.00644, 0.05050, 0.09379, 0.30000),
nrow = 4, ncol = 4, byrow = TRUE)
(U2Pval1 = cvmPval(A_squared, MsigA))
U_squared <- 0
MsigU <- matrix(c(0.16666667, 0.10540926, 0.0745356, 0.05270463, 0.03333333,
0.10540926, 0.16666667, 0.1178511, 0.08333333, 0.05270463,
0.07453560, 0.11785113, 0.1666667, 0.11785113, 0.07453560,
0.05270463, 0.08333333, 0.1178511, 0.16666667, 0.10540926,
0.03333333, 0.05270463, 0.0745356, 0.10540926, 0.16666667),
nrow = 5, ncol = 5, byrow = TRUE)
(U2Pval2 = cvmPval(U_squared, MsigU, imhof = FALSE))
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