calc_pvalue {mikropml}R Documentation

Calculate the p-value for a permutation test

Description

compute Monte Carlo p-value with correction based on formula from Page 158 of 'Bootstrap methods and their application' By Davison & Hinkley 1997

Usage

calc_pvalue(vctr, test_stat)

Arguments

vctr

vector of statistics

test_stat

the test statistic

Value

the number of observations in vctr that are greater than test_stat divided by the number of observations in vctr

Author(s)

Kelly Sovacool sovacool@umich.edu


[Package mikropml version 1.6.1 Index]