folding.test.pvalue {Rfolding} | R Documentation |
Computes the p-value of the folding test
folding.test.pvalue(Phi, n, d)
Phi |
the folding statistics |
n |
sample size |
d |
dimension |
the p-value (the lower, the more significant)
library(MASS)
n = 5000
d = 2
mu = c(0,0)
Sigma = matrix(c(1,0.5,1,0.5), ncol = d)
X = mvrnorm(n = n, mu = mu, Sigma = Sigma)
Phi = folding.statistics(X)
p = folding.test.pvalue(Phi,n,d)