criticalValuesAll: Compute critical values based on the set of all intervals
In modehunt: Multiscale Analysis for Density Functions

Description Usage Arguments Details Value Author(s) References See Also Examples

This function computes critical values that are needed to perform the multiscale analysis about a density using the function modeHunting.

1	criticalValuesAll(n, alpha, M, display, path)

`n`	Number of observations.
`alpha`	Significance level, real number in (0,1).
`M`	Number of runs to perform.
`display`	If `display == 1`, every 100–th step is indicated in the output window, else not.
`path`	If `path != NA`, the current number of performed simulations is saved in this location.

For more details see the function modeHunting and the data set cvModeAll.

A 2-dimensional vector containing the critical value for the test statistic with or without additive correction Γ.

Kaspar Rufibach, [email protected],
http://www.kasparrufibach.ch

Guenther Walther, [email protected],
www-stat.stanford.edu/~gwalther

Rufibach, K. and Walther, G. (2010). A general criterion for multiscale inference. J. Comput. Graph. Statist., 19, 175–190.

The resulting critical values can be used by the function modeHunting. Critical values for some combinations of n and α are available in cvModeAll.

## compute critical values and compare to those in cvModeAll 
## (to see output in R, press CTRL + W)
cv1 <- criticalValuesAll(n = 200, alpha = 0.05, M = 10 ^ 2, display = 1, path = NA)
data(cvModeAll)
cv2 <- cvModeAll[cvModeAll$alpha == 0.05 & cvModeAll$n == 200, 3:4]
rbind(cv1, cv2)