roysPval {pcev} | R Documentation |
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.
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, ...)
pcevObj |
A pcev object of class |
... |
Extra parameters. |
shrink |
Should we use a shrinkage estimate of the residual variance? |
index |
If |
nperm |
Number of permutations for Tracy-Widom empirical estimate. |
Note that if shrink
is set to TRUE
, the location-scale
parameters are estimated using a small number of permutations.