In the classical domain of PCEV applicability this function uses Johnstone's approximation to the null distribution of ' Roy's Largest Root statistic. It uses a location-scale variant of the Tracy-Widom distribution of order 1.
roysPval(pcevObj, ...)# S3 method for default
roysPval(pcevObj, ...)
# S3 method for PcevClassical
roysPval(pcevObj, shrink, index, ...)
# S3 method for PcevSingular
roysPval(pcevObj, shrink, index, nperm, ...)
# S3 method for PcevBlock
roysPval(pcevObj, shrink, index, ...)
A pcev object of class PcevClassical or
PcevBlock
Extra parameters.
Should we use a shrinkage estimate of the residual variance?
If pcevObj is of class PcevBlock, index is
a vector describing the block to which individual response variables
correspond
Number of permutations for Tracy-Widom empirical estimate.
Note that if shrink is set to TRUE, the location-scale
parameters are estimated using a small number of permutations.