simRanCQ: simulation of randomization test and CQ test

In kfeng123/randomizationTest: randomization test

Description

simulation of randomization test and CQ test

Usage

simRanCQ(n, p, M, mu, sparse, B, SNR, innov = list(type = "MA", innov =
  "normal"), maParam = NULL, factorParam = NULL, needPvalue = FALSE)

Arguments

n	n
p	p
M	simulate M times test procedure to compute empirical power
mu	mean value
B	resample B times to get randomization test
SNR	the signal noise ratio we need, mean value will scale to fit this SNR
k	Moving average parameter
rho	Moving average parameter

kfeng123/randomizationTest documentation built on May 12, 2019, 2:02 p.m.