pval_vT_cov: Calculate selective p-value for given covariance

In davidruegamer/selfmade: SELective inference For Mixed and ADditive model Estimators

Calculate selective p-value for given covariance

Description

Calculate selective p-value for given covariance

Usage

pval_vT_cov(vT, VCOV, this_y, nrSamples, checkFun, twosided = TRUE,
  bayesian = FALSE, alpha = 0.05, maxiter = 10, trace = TRUE, ...)

Arguments

vT	test vector of function
VCOV	covariance used for distribution of test statistic
this_y	original response vector
nrSamples	number of samples to be used
checkFun	function; function to congruency with initial selection
twosided	logical; compute two-sided p-values?
bayesian	see mocasin
alpha	see mocasin
maxiter	maximum number of iteratoins to perform the linesearch used in the sampling procedure
trace	see mocasin
...	further arguments passed to vT if specified as function

davidruegamer/selfmade documentation built on Feb. 2, 2023, 7:51 a.m.