set_GBJ_bounds {DBpower}

set_GBJ_bounds.R

Description

Finds the boundary points of the rejection region for the GBJ statistic.

Usage

set_GBJ_bounds(alpha, J, sig_vec)

Arguments

alpha

Type I error of test.

J

Number of elements in set.

sig_vec

A vector generated from sigma[lower.tri(sigma)] where sigma is the correlation matrix of the test statistics.

Value

A J*1 vector of bounds on the magnitudes of the test statistics, where the first element is the bound for |Z|_(1) and the last element is the bound for |Z|_(J).

Examples

myCov <- matrix(data=0.3, nrow=5, ncol=5)
diag(myCov) <- 1
set_GBJ_bounds(alpha = 0.01, J=5, sig_vec = myCov[lower.tri(myCov)])