test_cpv: Critical and p-value for test statistic relative to simulated...
In robust2sls: Outlier Robust Two-Stage Least Squares Inference and Testing
View source: R/outlier_tests.R
test_cpv R Documentation
Critical and p-value for test statistic relative to simulated distribution
Description
test_cpv returns the critical value corresponding to a given
quantile of the simulated distribution and the p-value of the test statistic.
Usage
test_cpv(dist, teststat, p)
Arguments
dist
A numeric vector of simulated values approximating the
distribution of the test statistic, e.g. generated as in mvn_sup().
teststat
A numeric value of the test statistic.
p
A numeric vector of probabilities with values in [0,1] for which the
corresponding quantiles are calculated.
Value
A list with two named entries. $pval is the p-value of the
test statistic with respect to the distribution dist. $q is the
vector of sample quantiles in the distribution dist corresponding to
the probabilities specified in p.
robust2sls documentation built on June 8, 2025, 10:28 a.m.
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View source: R/outlier_tests.R
| test_cpv | R Documentation |
Critical and p-value for test statistic relative to simulated distribution
Description
test_cpv returns the critical value corresponding to a given
quantile of the simulated distribution and the p-value of the test statistic.
Usage
test_cpv(dist, teststat, p)
Arguments
dist |
A numeric vector of simulated values approximating the
distribution of the test statistic, e.g. generated as in |
teststat |
A numeric value of the test statistic. |
p |
A numeric vector of probabilities with values in [0,1] for which the corresponding quantiles are calculated. |
Value
A list with two named entries. $pval is the p-value of the
test statistic with respect to the distribution dist. $q is the
vector of sample quantiles in the distribution dist corresponding to
the probabilities specified in p.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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