set_BJ_bounds {DBpower} | R Documentation |
Finds the boundary points of the rejection region for the BJ statistic when all elements in a set are independent.
set_BJ_bounds(alpha, J)
alpha |
Type I error of test. |
J |
Number of elements in set. |
A J*1 vector of bounds on the magnitudes of the test statistics, where the first element is the bound for |Z|_(1) and the last element is the bound for |Z|_(J).
set_BJ_bounds(alpha = 0.01, J=5)