cUmbrPU: Computes a critical value for the Mack-Wolfe Peak Unknown A_p-hat distribution.
Description
This function computes the critical value for the Mack-Wolfe Peak Unknown A_p-hat distribution at (or typically in the "Exact" and "Monte Carlo" cases, close to) the given alpha level.
Usage
cUmbrPU(alpha, n, method=NA, n.mc=10000)
Value
Returns a list with "NSM3Ch6c" class containing the following components:
n
number of observations in the k data groups
cutoff.U
upper tail cutoff at or below user-specified alpha
true.alpha.U
true alpha level corresponding to cutoff.U (if method="Exact" or "Monte Carlo")
Arguments
alpha
A numeric value between 0 and 1.
n
A vector of numeric values indicating the size of each of the k data groups.
method
Either "Exact", "Monte Carlo" or "Asymptotic", indicating the desired distribution. When method=NA, "Exact" will be used if the number of permutations is 10,000 or less. Otherwise, "Monte Carlo" will be used.
n.mc
If method="Monte Carlo", the number of Monte Carlo samples used to estimate the distribution. Otherwise, not used.