R: Calculation of the quantiles for the mht procedure
quantilemht
R Documentation
Calculation of the quantiles for the mht procedure
Description
Calculation of the quantiles for the mht procedure
Usage
quantilemht(data,k,alpha,IT,maxq,sigma)
Arguments
data
Input matrix of dimension n*p; each row is an observation vector.
k
Positive integer.
alpha
A user supplied type I error sequence. Default is (0.1,0.05).
IT
Number of simulations in the calculation of the quantile. Default is 1000.
maxq
Number of maximum multiple hypotheses testing to do. Default is log(min(n,p)-1,2).
sigma
Value of the variance if it is known; 0 otherwise. Default is 0.
Details
Calculation of the quantile of the statistic that tests the null hypothesis Hk:"E(Y)=X_1β_1+X_2β_2+…+X_kβ_k", i.e there is no more signal remaining in the variables (k+1,...,p).
Value
quantile
The estimated quantiles.
nbrprob
Number of times there was not enough simulation to estimate the alpha-quantile.
providing 
.