criticalValuesAll: Compute critical values based on the set of all intervals

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

Description

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

Usage

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

Arguments

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.

Details

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

Value

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

Author(s)

Kaspar Rufibach, kaspar.rufibach@gmail.com,
http://www.kasparrufibach.ch

Guenther Walther, gwalther@stanford.edu,
www-stat.stanford.edu/~gwalther

References

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

See Also

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

Examples

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## 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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