pmp: pmp within package "RMTsata".

In WenlanzZ/MKDim: Determine Signal Space Dimension

pmp within package "RMTsata".

Description

All credit to Iain M. Johnstone, Zongming Ma, Patrick O. Perry and Morteza Shahram (https://cran.r-project.org/web/packages/RMTstat/index.html).

Usage

pmp(
  q,
  ndf = NA,
  pdim = NA,
  var = 1,
  svr = ndf/pdim,
  lower_tail = TRUE,
  log.p = FALSE
)

Arguments

q	Vector of quantiles.
ndf	The number of degrees of freedom of x.
pdim	The number of dimensions of x.
var	Population variance.
svr	ndfxpdim.
lower_tail	A logical value.
log.p	A logical value.

WenlanzZ/MKDim documentation built on July 30, 2022, 7:25 a.m.