Roy's largest root exact test

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Description

This function uses Johnstone's approximation to the null distribution of Roy's Largest Root statistic. It uses the a location-scale variant of the Tracy-Wildom distribution of order 1.

Usage

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roysPval(pcevObj, ...)

## Default S3 method:
roysPval(pcevObj, ...)

## S3 method for class 'PcevClassical'
roysPval(pcevObj, shrink, index, ...)

## S3 method for class 'PcevBlock'
roysPval(pcevObj, shrink, index, ...)

Arguments

pcevObj

A pcev object of class PcevClassical or PcevBlock

...

Extra parameters.

shrink

Should we use a shrinkage estimate of the residual variance?

index

If pcevObj is of class PcevBlock, index is a vector describing the block to which individual response variables correspond.

Details

Note that if shrink is set to TRUE, the location-scale parameters are estimated using a smaller number of permutations. distribution

Methods (by class)

  • default:

  • PcevClassical:

  • PcevBlock: