mc_pvalue

Given an observed scan statistic $\lambda^*$ and a vector of replicate 
scan statistics $\lambda_i$, $i=1,\ldots,R$, calculate the Monte 
Carlo $p$-value as
$$
 \frac{1 + \sum_{i=1}^R \mathrm{I}(\lambda_i &gt; \lambda^*)}{1 + R}
$$
The function is vectorized, so multiple $p$-values can be calculated if
several scan statistics (e.g. statistics from secondary clusters) are 
supplied.

Detection of anomalous space-time clusters using the scan
statistics methodology. Focuses on prospective surveillance of data streams,
scanning for clusters with ongoing anomalies. Hypothesis testing is made
possible by Monte Carlo simulation. Allévius (2018) <doi:10.21105/joss.00515>.

Paul Romer Present

scanstatistics

Space-Time Anomaly Detection using Scan Statistics

Benjamin Allévius

mc_pvalue function

<dl><dt>observed</dt>
<dd>A scalar containing the observed value of the scan statistic,
or a vector of observed values from secondary clusters.</dd>
<dt>replicates</dt>
<dd>A vector of Monte Carlo replicates of the scan statistic.</dd></dl>

Arguments

Calculate the Monte Carlo $p$-value for a scan statistic. — mc_pvalue

<dl>

<dt>observed</dt>
<dd>A scalar containing the observed value of the scan statistic,
or a vector of observed values from secondary clusters.</dd>


<dt>replicates</dt>
<dd>A vector of Monte Carlo replicates of the scan statistic.</dd>

</dl>

mc_pvalue: Calculate the Monte Carlo \(p\)-value for a scan statistic.

Description

Usage

Value

Arguments