cvModeApprox {modehunt} | R Documentation |
Critical values for test statistic based on the approximating set of intervals
Description
This dataset contains critical values for some and
for the test statistic based on
the approximating set of intervals, with or without additive correction term
.
Usage
data(cvModeApprox)
Format
A data frame providing 15 different combinations of and
and the following columns:
alpha | The levels at which critical values were simulated. |
n | The number of observations for which critical values were simulated. |
withadd | Critical values based on and the approximating set of intervals . |
noadd | Critical values based on and the approximating set of intervals .
|
Details
For details see modeHunting
. Critical values are based on
simulations of i.i.d. random vectors
where is a uniformly on
distributed random variable,
.
Remember
is the number of interior observations, i.e. if you are analyzing a sample of size
, then you need critical values corresponding to
n = m-2 | If no additional information on and is available. |
n = m-1 | If either or is known to be a certain finite number. |
n = m | If both and are known to be certain finite numbers,
|
where is the support of
.
Source
These critical values were generated using the function criticalValuesApprox
. Critical values
for other combinations for and
can be computed using this latter function.
References
Rufibach, K. and Walther, G. (2010). A general criterion for multiscale inference. J. Comput. Graph. Statist., 19, 175–190.
Examples
## extract critical values for alpha = 0.05, n = 200
data(cvModeApprox)
cv <- cvModeApprox[cvModeApprox$alpha == 0.05 & cvModeApprox$n == 200, 3:4]
cv