fsst.pval: Calculates the p-value for the 'fsst' procedure

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

Calculates the p-value for the fsst procedure

Description

This function computes the p-value of the test based on the bootstrap estimates for the fsst procedure.

Usage

fsst.pval(range.n, cone.n, range.n.list, cone.n.list, R, alpha = 0.05)

Arguments

range.n	The range component of the sample test statistic.
cone.n	The cone component of the sample test statistic.
range.n.list	The bootstrap estimates of the range component in the test statistics.
cone.n.list	The bootstrap estimates of the cone component in the test statistics.
R	The number of bootstrap replications.
alpha	The significance level.

Value

Returns the p-value and the decision.

pval	The p-value.
decision	The decision to reject or not.
T.bs	List of bootstrap test statistics.

conroylau/lpinfer documentation built on Oct. 25, 2024, 4 a.m.