roysPval {pcev}

Roy's largest root exact test

Description

In the classical domain of PCEV applicability this function uses Johnstone's approximation to the null distribution of ' Roy's Largest Root statistic. It uses a location-scale variant of the Tracy-Widom distribution of order 1.

Usage

roysPval(pcevObj, ...)

## Default S3 method:
roysPval(pcevObj, ...)

## S3 method for class 'PcevClassical'
roysPval(pcevObj, shrink, index, ...)

## S3 method for class 'PcevSingular'
roysPval(pcevObj, shrink, index, nperm, ...)

## S3 method for class 'PcevBlock'
roysPval(pcevObj, shrink, index, ...)

Arguments

pcevObj

A pcev object of class PcevClassical or PcevBlock

...

Extra parameters.

shrink

Should we use a shrinkage estimate of the residual variance?

index

If pcevObj is of class PcevBlock, index is a vector describing the block to which individual response variables correspond

nperm

Number of permutations for Tracy-Widom empirical estimate.

Details

Note that if shrink is set to TRUE, the location-scale parameters are estimated using a small number of permutations.