NullDistribution-methods: Computation of the Reference Distribution

Description

Methods for computation of the asymptotic, approximative (Monte Carlo) and exact reference distribution.

Usage

# S4 method for MaxTypeIndependenceTestStatistic
AsymptNullDistribution(object, ...)
# S4 method for QuadTypeIndependenceTestStatistic
AsymptNullDistribution(object, ...)
# S4 method for ScalarIndependenceTestStatistic
AsymptNullDistribution(object, ...)
# S4 method for MaxTypeIndependenceTestStatistic
ApproxNullDistribution(object, nresample = 10000L, B, ...)
# S4 method for QuadTypeIndependenceTestStatistic
ApproxNullDistribution(object, nresample = 10000L, B, ...)
# S4 method for ScalarIndependenceTestStatistic
ApproxNullDistribution(object, nresample = 10000L, B, ...)
# S4 method for QuadTypeIndependenceTestStatistic
ExactNullDistribution(object, algorithm = c("auto", "shift", "split-up"), ...)
# S4 method for ScalarIndependenceTestStatistic
ExactNullDistribution(object, algorithm = c("auto", "shift", "split-up"), ...)

Value

An object of class "AsymptNullDistribution",

"ApproxNullDistribution" or

"ExactNullDistribution".

Arguments

object: an object from which the asymptotic, approximative (Monte Carlo) or exact reference distribution can be computed.
nresample: a positive integer, the number of Monte Carlo replicates used for the computation of the approximative reference distribution. Defaults to 10000L.
B: deprecated, use nresample instead.
algorithm: a character, the algorithm used for the computation of the exact reference distribution: either "auto" (default), "shift" or "split-up".
...: further arguments to be passed to or from methods.

Details

The methods AsymptNullDistribution, ApproxNullDistribution and ExactNullDistribution compute the asymptotic, approximative (Monte Carlo) and exact reference distribution, respectively.