mc_pvalue: Calculate the Monte Carlo p-value for a scan statistic.

In scanstatistics: Space-Time Anomaly Detection using Scan Statistics

Calculate the Monte Carlo p-value for a scan statistic.

Description

Given an observed scan statistic \lambda^* and a vector of replicate scan statistics \lambda_i, i=1,\ldots,R, calculate the Monte Carlo p-value as

\frac{1 + \sum_{i=1}^R \mathrm{I}(\lambda_i > \lambda^*)}{1 + R}

The function is vectorized, so multiple p-values can be calculated if several scan statistics (e.g. statistics from secondary clusters) are supplied.

Usage

mc_pvalue(observed, replicates)

Arguments

observed	A scalar containing the observed value of the scan statistic, or a vector of observed values from secondary clusters.
replicates	A vector of Monte Carlo replicates of the scan statistic.

Value

The p-value or p-values corresponding to the observed scan statistic(s).

scanstatistics documentation built on Nov. 5, 2025, 6:30 p.m.