Description Usage Arguments Value
Calulates the true quantile of the supremum of absolute value of a studentized process by simulation
1 2 3 4 5 6 7 8 9 10 11 12 | sup_quant_orc(
eps.1.mat,
eps.0.mat,
w.1.arr,
w.0.arr,
omega.1,
omega.0,
T.grad.mat,
level,
M,
useloop = TRUE
)
|
eps.1.mat |
a |
eps.0.mat |
a |
w.1.arr |
A |
w.0.arr |
A |
omega.1 |
A |
omega.0 |
A |
T.grad.mat |
A |
level |
level of quantile |
M |
number of bootstrap simulations |
useloop |
If |
a scalar quantile value
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