RPtest outputProduces p-values given a list of simulated test statistics and the true test statistic (which may be a vector if it is the output of multiple RP functions).
pval(test, test_sim)A numeric vector of test statistics.
A list of test statisitcs, each component of which is a numeric vector.
A single p-value.
In the case where the individual test statistics are vectors, the
first component of test is compared against the first components of
test_sim[[1]], test_sim[[2]] etc. and the results of these
multiple comparisons are combined into a single p-value (see the
reference). When the lengths of the test statistics differ, the final
components are first discarded to make all the test statistics have equal
length.
Shah, R. D., Buhlmann, P. (2017) Goodness of fit tests for high-dimensional linear models https://rss.onlinelibrary.wiley.com/doi/10.1111/rssb.12234
RPtest the output of which this would typically be
applied to.