Compute selective p-value using numerical integration

Compute selective p-value using numerical integration

Usage

selective_p_val_integrate(n, L, g, test_hyp, tol = 1e-05, maxeval = 10000)

Arguments

n

sample size

L

matrix used to define conditioning set

g

vector used to define conditioning set

test_hyp

output of test_stat_CCA()

tol

the relative tolerance used to approximate the p-value using selective_p_val_integrate(); default value is 1e-05

maxeval

the maximum number of function evaluations used to approximate the p-value using selective_p_val_integrate(); we recommend using a high value of this to obtain an approximation with high accuracy; default value is 10,000