rejection.level {multivariance} | R Documentation |
rejection level for the test statistic
Description
Under independence the probability for the normalized and Nscaled (squared) multivariance to be above this level is less than alpha
. The same holds for the normalized, Nscaled and Escaled (squared) total multivariance and m-multivariance.
Usage
rejection.level(alpha)
Arguments
alpha |
level of significance |
Details
This is based on a distribution-free approach. The value might be very conservative. This is the counterpart to multivariance.pvalue
. For a less conservative approach see resample.rejection.level
.
The estimate is only valid for alpha
smaller than 0.215.
Examples
rejection.level(0.05) #the rejection level, for comparison with the following values
total.multivariance(matrix(rnorm(100*3),ncol = 3)) #independent sample
total.multivariance(coins(100)) #dependent sample which is 2-independent
# and the p values are (to compare with alpha)
multivariance.pvalue(total.multivariance(matrix(rnorm(100*3),ncol = 3))) #independent sample
multivariance.pvalue(total.multivariance(coins(100))) #dependent sample which is 2-independent
## Not run:
# visualization of the rejection level
curve(rejection.level(x),xlim = c(0.001,0.215),xlab = "alpha")
## End(Not run)
[Package multivariance version 2.4.1 Index]