wilksPval: Wilks' lambda exact test

In GreenwoodLab/pcev: Principal Component of Explained Variance

Description

Computes a p-value using Wilks' Lambda.

Usage

wilksPval(pcevObj, ...)

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

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

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

## S3 method for class 'PcevBlock'
wilksPval(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.

Details

The null distribution of this test statistic is only known in the case of a single covariate, and therefore this is the only case implemented.

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