empirical_cval
Critical values for sample statistics based on estimated empirical null distribution
Syntax
x = empirical_cval(alpha,XNULL,ptails,ksmooth)
Arguments
See also Common variable names and data structures.
input
alpha vector of significance levels XNULL matrix of null sample statistics ptails Pareto tails lower and upper probabilities (default: no Pareto tails) ksmooth use kernel smoothing to estimate cdf (default: no smoothing)
output
x matrix of critical values
Description
Return critical values x at significance levels in alpha based on empirical null distributions in XNULL (derived e.g. from a permutation test). The first dimension of XNULL must index samples. The leading indices of x index null distributions, the last significance levels. NaN s are ignored. See empirical_cdfi for details of other parameters.
See also
empirical_cdf | empirical_cdfi | empirical_pval | empirical_confint