View source: R/criticalValuesAll.r
criticalValuesAll | R Documentation |
This function computes critical values that are needed to perform the multiscale analysis about a
density using the function modeHunting
.
criticalValuesAll(n, alpha, M, display, path)
n |
Number of observations. |
alpha |
Significance level, real number in |
M |
Number of runs to perform. |
display |
If |
path |
If |
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 \Gamma
.
Kaspar Rufibach, kaspar.rufibach@gmail.com,
http://www.kasparrufibach.ch
Guenther Walther, gwalther@stanford.edu,
https://gwalther.su.domains/
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 \alpha
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)
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