gev.critvalue: Wu-Li critical value
In dnayyala/cramp: Covariance Matrix Testing using Random Projections
View source: R/gev_critvalue.R
gev.critvalue R 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.
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View source: R/gev_critvalue.R
| gev.critvalue | R 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 |
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
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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