Simu_Lambda_null: Simulation of Lambda null distribution

Description Usage Arguments Details References See Also Examples

View source: R/Simulation_Lambda_null_distribution.R

Description

Simulation of Lambda null distribution.

Usage

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Simu_Lambda_null(nsimu, lambda, lev_res, ncp)

Arguments

nsimu

number of simulation to perform.

lambda

the lambda parameter of the null distribution of the Bayes Factor.

lev_res

the maximum level of resolution needed.

ncp

the lambda parameter of the null distribution of the Bayes Factor, if not specified set at 0.

Details

Use the theoretical null distribution of the generated Bayes factor to perform simulation of null distriution of the test statistics of the Wavelet screaming procedure.

References

Quan Zhou and Yongtao Guan, On the Null Distribution of Bayes Factors in linear Regression, Journal of the American Statistical Association, 518, 2017.

See Also

Wavelet_screaming

Examples

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## Not run: 
set.seed(1)
Simu_Lambda_null(100,0.7,2)

## End(Not run)

william-denault/ffw documentation built on Jan. 20, 2021, 8:28 p.m.