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modehunt (version 1.0.8)

cvModeBlock: Critical values for test statistic based on the block procedure

Description

This dataset contains critical values for some \(n\) and \(\alpha\) for the block procedure.

Usage

data(cvModeBlock)

Arguments

Format

A data frame providing 15 different combinations of \(n\) and \(\alpha\) and the following columns:

alpha The levels at which critical values were simulated.
n The number of observations for which critical values were simulated.
block 1 - 9Critical values for the respective blocks.

Remember

\(n\) is the number of interior observations, i.e. if you are analyzing a sample of size \(m\), then you need critical values corresponding to

n = m-2If no additional information on \(a\) and \(b\) is available.
n = m-1If either \(a\) or \(b\) is known to be a certain finite number.
n = m If both \(a\) and \(b\) are known to be certain finite numbers,

where \([a,b] = \{x \ : \ f(x) > 0\}\) is the support of \(f\).

Details

For details see modeHunting. Critical values are based on \(M=100'000\) simulations of i.i.d. random vectors

$${\bf{U}} = (U_1,\dots,U_n)$$

where \(U_i\) is a uniformly on \([0,1]\) distributed random variable, \(i=1,\dots,M\).

References

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

Examples

Run this code
## extract critical values for alpha = 0.05, n = 200
data(cvModeBlock)
cv <- cvModeBlock[cvModeBlock$alpha == 0.05 & cvModeBlock$n == 200, 3:11]
cv

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