resample.pvalue: p-value via resampling

In multivariance: Measuring Multivariate Dependence Using Distance Multivariance

Description

Use a resampling method to generate samples of the test statistic under the hypothesis of independence. Based on these the p.value of a given value of a test statistic is computed.

Usage

resample.pvalue(value, ...)

Arguments

value	numeric, the value of (total-/m-)multivariance for which the p-value shall be computed
...	passed to resample.multivariance. Required is the data matrix x.

Details

This function is useful if a p-value of a test statistic shall be computed based on the resampling values of the test statistic of a different sample. For the p-value based on the same sample resample.multivariance(...)$p.value is sufficient.

Value

It returns 1 minus the value of the empirical distribution function of the resampling samples evaluated at the given value.

References

For the theoretic background see the reference [3] given on the main help page of this package: multivariance-package.

Examples

x = coins(100)
resample.pvalue(multivariance(x),x=x,times = 300)
resample.pvalue(multivariances.all(x),x=x,times = 300,type = "all")

multivariance documentation built on Oct. 6, 2021, 5:08 p.m.