region.acceptance: Determine acceptance region for a test

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

Description

The acceptance region for a particular test is determined.

Usage

region.acceptance(hypo.test, p.0, size, alpha)

Arguments

hypo.test	A string containing the name of the test "minP" for the multiple test, "minPp" for the enhanced multiple test or "sterneHull" for the envelope test.
p.0	A vector containing the PD values under H0
size	A vector with the sizes of the rating classes
alpha	The desired significance level

Details

The function computes the acceptance region, the observed significance level and the cardinality of the acceptance region.

Value

A list containing

par	The parameters that were passed to the function
acc.reg	The name of the test and a description of the acceptance region. For the multiple test this is the lower left point of the critical region, for the enhanced multiple test this is the lower left point of the critical region and the equation of the cutting hyperplane. For the envelope test it contains the coordinates of all the points.
optim.data	Data needed for optimal computations in other functions
observedAlpha	The observed significance level
cardinality	The cardinality of the acceptance region

Examples

mp<-region.acceptance(hypo.test="minP", p.0=c(0.001, 0.004), size=c(1000, 1000), alpha=0.05)
mpp<-region.acceptance(hypo.test="minPp", p.0=c(0.001, 0.004), size=c(1000, 1000), alpha=0.05)

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