accept_rate

MC draws from an estimate of the
(centered) limiting distribution. Data where columns correspond
to different covariates, and rows are independent observations.

mc_limit_dstr

a vector in the direction for which we wish to estimate power.

the cutoff values for the distribution under the null
for each lp norm.

null_quants

the index of the norms to be used (ideally integers).

norms_idx

string indicating the class of norms to select over
(sum of squares ("ssq") or lp norms ("lp") are currently supported).

norm_type

This a helper function used to estimate the acceptance rate for a
simple norm based test under a sequence of local alternatives in
a given direction given the estimated limiting distribution.

A testing framework for testing the multivariate point null hypothesis.
A testing framework described in Elder et al. (2022) <arXiv:2203.01897> to test the multivariate point null hypothesis. After the user selects a parameter of interest and defines the assumed data generating mechanism, this information should be encoded in functions for the parameter estimator and its corresponding influence curve. Some parameter and data generating mechanism combinations have codings in this package, and are explained in detail in the article.

accept_rate: Estimate the local acceptance rate

Description

Usage

Arguments

Value