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