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Davies' Method for Quadratic Form P-values

Source: R/utils_stats.R
davies_pvalue.Rd

Computes exact p-values for quadratic forms using Davies' algorithm. Falls back to Liu's method if Davies fails.

Usage

davies_pvalue(q, lambda)

Arguments

q

Test statistic.

lambda

Vector of eigenvalues.

Value

P-value.

Details

This function wraps CompQuadForm::davies() with fallback to Liu's method. Davies' method is more accurate but can fail for extreme parameter values.