## ---- include = FALSE--------------------------------------------------------- knitr::opts_chunk$set( collapse = TRUE, comment = "#>" ) ## ----setup-------------------------------------------------------------------- library(amp) ## ----------------------------------------------------------------------------- x_data <- matrix(rnorm(500), ncol = 5) y_data <- rnorm(100) + 0.02 * x_data[, 2] obs_data <- data.frame(y_data, x_data) ## ----------------------------------------------------------------------------- tc <- amp::test.control(n_peld_mc_samples = 50, pos_lp_norms = "2") set.seed(10) test_1 <- amp::mv_pn_test(obs_data = obs_data, param_est = amp::ic.pearson, control = tc) set.seed(20) test_2 <- amp::mv_pn_test(obs_data = obs_data, param_est = amp::ic.pearson, control = tc) print(c(test_1$test_stat, test_2$test_stat)) ## ---- fig.width = 8, fig.height = 6------------------------------------------- mc_draws <- c(10, 50) all_res <- list() for (mc_draws in c(10, 50)) { set.seed(121) tc <- amp::test.control(n_peld_mc_samples = mc_draws, pos_lp_norms = 2, perf_meas = "est_acc") test_stat <- replicate(50, amp::mv_pn_test(obs_data = obs_data, param_est = amp::ic.pearson, control = tc)$test_stat) all_res[[as.character(mc_draws)]] <- data.frame("mc_draws" = mc_draws, test_stat) } oldpar <- par(mfrow = c(1,2)) yl <- 25 hist(all_res[[1]]$test_stat, main = "MC draws = 10", xlab = "Test Statistic", xlim = c(0, 1), ylim = c(0, yl), breaks = seq(0, 1, 0.1)) hist(all_res[[2]]$test_stat, main = "MC draws = 50", xlab = "Test Statistic", xlim = c(0, 1), ylim = c(0, yl), breaks = seq(0, 1, 0.1)) par(oldpar)