folding.test.pvalue {Rfolding}

Computes the p-value of the folding test

Description

Computes the p-value of the folding test

Usage

folding.test.pvalue(Phi, n, d)

Arguments

Phi

the folding statistics

n

sample size

d

dimension

Value

the p-value (the lower, the more significant)

Examples

library(MASS)
n = 5000
d = 2
mu = c(0,0)
Sigma = matrix(c(1,0.5,1,0.5), ncol = d)
X = mvrnorm(n = n, mu = mu, Sigma = Sigma)
Phi = folding.statistics(X)
p = folding.test.pvalue(Phi,n,d)