mvnmixCritBoot: mvnmixCritBoot

In kshimotsu/mvnMix:

Description

Computes the bootstrap critical values of the modified EM test.

Usage

mvnmixCritBoot(y, parlist, values = NULL, ninits = 10, nbtsp = 199,
  parallel = 0, cl = NULL, LRT.penalized = FALSE)

Arguments

y	n by d matrix of data
parlist	The parameter estimates as a list containing alpha, mu, and sigma in the form of (alpha = (alpha_1,...,alpha_m), mu = (mu_1',...,mu_m'), sigma = (vech(sigma_1)',...,vech(sigma_m)')
values	3 by 1 Vector of length 3 (k = 1, 2, 3) at which the p-values are computed
ninits	The number of initial candidates to be generated
nbtsp	The number of bootstrap observations; by default, it is set to be 199.
parallel	Determines what percentage of available cores are used, represented by a double in [0,1]. 0.75 is default.
cl	Cluster used for parallelization (optional)

Value

A list with the following items:

crit	3 by 3 matrix of (0.1, 0.05, 0.01 critical values), jth row corresponding to k=j
pvals	A vector of p-values at k = 1, 2, 3

kshimotsu/mvnMix documentation built on May 9, 2019, 5:50 a.m.