minP.adj.pvalue: Adjusted p-values for the multiple test.

In validateRS: One-Sided Multivariate Testing Procedures for Rating Systems

Description

Computes the adjusted p-values for multiple test (minP).

Usage

minP.adj.pvalue(p.0, size, defaultPattern)

Arguments

p.0	A vector with the PD values under H0
size	A vector with the sizes of the rating classes
defaultPattern	A vector with the observed default pattern

Details

Compute the adjusted p-values for the multiple test.

Value

A list with

par	The parameters used
raw.p.value	The raw p-values
minp.adj.p.value	The adjusted p-valus

Examples

mpa<-minP.adj.pvalue(p.0=c(0.001, 0.004), size=c(1000, 1000), 
                defaultPattern=c(0, 0))

validateRS documentation built on May 2, 2019, 3:47 p.m.