rejection.level {multivariance} | R Documentation |
Under independence the probability for the normalized and Nscaled (squared) multivariance to be above this level is less than alpha
. The same holds for the normalized, Nscaled and Escaled (squared) total multivariance and m-multivariance.
rejection.level(alpha)
alpha |
level of significance |
This is based on a distribution-free approach. The value might be very conservative. This is the counterpart to multivariance.pvalue
. For a less conservative approach see resample.rejection.level
.
The estimate is only valid for alpha
smaller than 0.215.
rejection.level(0.05) #the rejection level, for comparison with the following values total.multivariance(matrix(rnorm(100*3),ncol = 3)) #independent sample total.multivariance(coins(100)) #dependent sample which is 2-independent # and the p values are (to compare with alpha) multivariance.pvalue(total.multivariance(matrix(rnorm(100*3),ncol = 3))) #independent sample multivariance.pvalue(total.multivariance(coins(100))) #dependent sample which is 2-independent ## Not run: # visualization of the rejection level curve(rejection.level(x),xlim = c(0.001,0.215),xlab = "alpha") ## End(Not run)