swh:1:snp:c5bf23010a433f55124ad01cf6314106162422e4
Tip revision: 54642f44cc2eda916da706af1cf7cdfb1f96f873 authored by Björn Böttcher on 02 November 2017, 12:46:55 UTC
version 1.0.5
version 1.0.5
Tip revision: 54642f4
rejection.level.Rd
% Generated by roxygen2: do not edit by hand
% Please edit documentation in R/multivariance-functions.R
\name{rejection.level}
\alias{rejection.level}
\title{rejection level for the test statistic}
\usage{
rejection.level(alpha)
}
\arguments{
\item{alpha}{level of significance}
}
\description{
Under independence the probability for the normalized and Nscaled multivariance to be above this level is less than alpha. The same holds for the normalized, Nscaled and Escaled total multivariance.
}
\details{
The value might be very conservative. This is the counterpart to \code{\link{multivariance.pvalue}}.
}
\examples{
\dontrun{ curve(rejection.level(x),xlim = c(0.001,0.2))}
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
multivariance.pvalue(total.multivariance(matrix(rnorm(100*3),ncol = 3))) #independent sample
multivariance.pvalue(total.multivariance(coins(100))) #dependent sample which is 2-independent
}