cvmPval {cvmdisc} R Documentation

## cvmPval

### Description

Calculate P values of CVM statistics using their asymptotic distributions

### Usage

cvmPval(statistic, Msig, imhof = TRUE)


### Arguments

 statistic test statistic Msig Matrix used to produce eigenvalues to estimate the asymptotic distributions of the test statistic imhof Logical. Set to be FALSE if Imhof's method is NOT used to approximate the null. The package"CompQuadForm" is required if "imhof=TRUE"

### Details

cvmPval is used by groupFit to calculate test statistics for fit distributions.

### Value

P-value for test statistic

### Author(s)

Shaun Zheng Sun and Dillon Duncan

groupFit: Data fitting function

### Examples


# A_squared and MsigA derived from
#(Choulakian, Lockhart and Stephens(1994) Example 3, p8)

A_squared <- 1.172932

MsigA <- matrix(c(0.05000, 0.03829, 0.02061, 0.00644,
0.03829, 0.30000, 0.16153, 0.05050,
0.02061, 0.16153, 0.30000, 0.09379,
0.00644, 0.05050, 0.09379, 0.30000),
nrow = 4, ncol = 4, byrow = TRUE)

(U2Pval1 = cvmPval(A_squared, MsigA))

U_squared <- 0

MsigU <- matrix(c(0.16666667, 0.10540926, 0.0745356, 0.05270463, 0.03333333,
0.10540926, 0.16666667, 0.1178511, 0.08333333, 0.05270463,
0.07453560, 0.11785113, 0.1666667, 0.11785113, 0.07453560,
0.05270463, 0.08333333, 0.1178511, 0.16666667, 0.10540926,
0.03333333, 0.05270463, 0.0745356, 0.10540926, 0.16666667),
nrow = 5, ncol = 5, byrow = TRUE)

(U2Pval2 = cvmPval(U_squared, MsigU, imhof = FALSE))



[Package cvmdisc version 0.1.0 Index]