Generates N Monte Carlo replicates of a statistic.
simulation_mc(
y,
statistic,
dgp = function(y) sample(y, replace = TRUE),
N = 99,
...
)
The vector of replication of test statistic.
A vector or data frame.
A function or a character string that specifies
how the statistic is computed. The function needs to input the
y
and output a scalar.
A function. The function inputs the first argument
y
and outputs a simulated y
. It should represent the
data generating process under the null. Default value is the function
sample(y, replace = TRUE)
, i.e. the
bootstrap resampling of y
.
An atomic vector. Number of replications of the test statistic.
Other named arguments for statistic which are passed unchanged each time it is called