roysPval: Roy's largest root exact test

In GreenwoodLab/pcev: Principal Component of Explained Variance

Description

In the classical domain of PCEV applicability this function uses Johnstone's approximation to the null distribution of ' Roy's Largest Root statistic. It uses a location-scale variant of the Tracy-Widom distribution of order 1.

Usage

roysPval(pcevObj, ...)

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

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

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

## 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
nperm	Number of permutations for Tracy-Widom empirical estimate.

Details

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

GreenwoodLab/pcev documentation built on May 6, 2019, 6:35 p.m.