1-alpha quantile {ctgt}

The 1-alpha quantile of globaltest

Description

Robbins and Pitman Algorithm to calculate the criticalvalue given eigenvalue vector and alpha level.

Usage

  criticalvalue(lam, alpha = 0.05)

Arguments

lam

The numeric vector with eigenvalues as elements.

alpha

The type I error rate allowed. The default is 0.05.

Value

Returns a real number.

Author(s)

Ningning Xu

Maintainer: Ningning Xu <[e-mail]; [e-mail]>

References

Ningning Xu, Aldo solari, Jelle Goeman, Clsoed testing with global test, with applications on metabolomics data, arXiv:2001.01541, https://arxiv.org/abs/2001.01541