pval_for_mag {amp}

A helper function that calculates the estimated p-value for a given observed alternative and a given norm.

Description

A helper function that calculates the estimated p-value for a given observed alternative and a given norm.

Usage

pval_for_mag(mc_limit_dstr, dir, norms_idx = 2, norm_type = "lp", ...)

Arguments

mc_limit_dstr

the simulated data draw from the limiting distribution under the null

dir

the observed estimate of the parameter

norms_idx

the index for the norm used

norm_type

the type of norm used

...

additional arguments that may be passed to pval_for_mag, but which will be ignored.

Value

The p-value for a test with estimate given by dir and limiting distribution given by mc_limit_dstr.