construct.cv.table: General function to create a table of critical values

In conroylau/lpinfer: An R Package for Inference in Linear Programs

General function to create a table of critical values

Description

This function generates a table of critical values for the testing procedures By default, the table includes the sample test statistic, and critical values at the 90%, 95% and 99% level. The table can be retrieved from cv.table in the output of the functions.

Usage

construct.cv.table(
  param,
  param.name,
  ts.sample.list,
  ts.bs.list,
  levels = c(0.99, 0.95, 0.9),
  digits = 5
)

Arguments

param	The tuning parameter of the testing procedure.
param.name	The name of the tuning parameter.
ts.sample.list	A vector or sample test statistics.
ts.bs.list	A vector or a list of bootstrap test statistics.
levels	The confidence levels.
digits	The number of digits in the test statistics.

Value

Returns a table of critical values.

cv.table

A table of critical values.

conroylau/lpinfer documentation built on Oct. 23, 2022, 9:21 a.m.