cv.quan {mnt}

Monte Carlo simulation of quantiles for normality tests

Description

This function returns the quantiles of a test statistic with optional tuning parameter.

Usage

cv.quan(
  samplesize,
  dimension,
  quantile,
  statistic,
  tuning = NULL,
  repetitions = 1e+05
)

Arguments

samplesize

samplesize for which the empirical quantile should be calculated.

dimension

a natural number to specify the dimension of the multivariate normal distribution

quantile

a number between 0 and 1 to specify the quantile of the empirical distribution of the considered test

statistic

a function specifying the test statistic.

tuning

the tuning parameter of the test statistic.

repetitions

number of Monte Carlo runs.

Value

empirical quantile of the test statistic.

Examples

cv.quan(samplesize=10, dimension=2,quantile=0.95, statistic=BHEP, tuning=2.5, repetitions=1000)