gev.critvalue: Wu-Li critical value

View source: R/gev_critvalue.R

gev.critvalueR Documentation

Wu-Li critical value

Description

Function to compute critical values for the wu.li.statistic

Usage

gev.critvalue(T.n, nrand, sig.level)

Arguments

T.n, nrand, sig.level

Intermediary quantities computed in the wu.li.statistic

Value

The critical value for rejecting/accepting the null hypothesis as defined in Wu and Li (2020)

References

T.-L. Wu and P. Li. Projected tests for high-dimensional covariance matrices. Journal of Statistical Planning and Inference, 207:73 – 85, 2020. ISSN 0378-3758.

See Also

wu.li.statistic


dnayyala/cramp documentation built on June 27, 2023, 1:34 p.m.