modehunt (version 1.0.8)

criticalValuesAll: Compute critical values based on the set of all intervals

Description

This function computes critical values that are needed to perform the multiscale analysis about a density using the function modeHunting.

Usage

criticalValuesAll(n, alpha, M, display, path)

Value

A 2-dimensional vector containing the critical value for the test statistic with or without additive correction \(\Gamma\).

Arguments

n

Number of observations.

alpha

Significance level, real number in \((0,1)\).

M

Number of runs to perform.

display

If display == 1, every \(100\)--th step is indicated in the output window, else not.

path

If path != NA, the current number of performed simulations is saved in this location.

Author

Kaspar Rufibach, ,
http://www.kasparrufibach.ch

Guenther Walther, ,
https://gwalther.su.domains/

Details

For more details see the function modeHunting and the data set cvModeAll.

References

Rufibach, K. and Walther, G. (2010). A general criterion for multiscale inference. J. Comput. Graph. Statist., 19, 175--190.

See Also

The resulting critical values can be used by the function modeHunting. Critical values for some combinations of \(n\) and \(\alpha\) are available in cvModeAll.

Examples

## compute critical values and compare to those in cvModeAll 
## (to see output in R, press CTRL + W)
cv1 <- criticalValuesAll(n = 200, alpha = 0.05, M = 10 ^ 2, display = 1, path = NA)
data(cvModeAll)
cv2 <- cvModeAll[cvModeAll$alpha == 0.05 & cvModeAll$n == 200, 3:4]
rbind(cv1, cv2)