Calculates the global confidence interval envelope sensu Duranton and Overman (2005) according to simulations of the null hypothesis of a function.
GlobalEnvelope(Simulations, Alpha)A matrix with two lines:
the lower bound of the envelope
the upper bound of the envelope
An object of class fv, see fv.object, containing the simulated values.
The risk level.
The global envelope is calculated by iteration: the simulations reaching one of the upper or lower values at any distance are eliminated at each step. The process is repeated until Alpha / Number of simulations simulations are dropped. The remaining upper and lower bounds at all distances constitute the global envelope. Interpolation is used if the exact ratio cannot be reached.
Duranton, G. and Overman, H. G. (2005). Testing for Localisation Using Micro-Geographic Data. Review of Economic Studies 72(4): 1077-1106.