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simftest

estimate the F-test probability for adding a component

Tcl script to generate simulated datasets and use these to estimate the F-test probability for adding a model component.

Syntax: simftest <model_comp><niter>[<filename>]

This script runs <niter> sets of simulated datasets to estimate the F-test probability for adding the additional model component number <model_comp>. If <filename> is specified then passes this to lrt.tcl to save likelihood ratio simulation information. The first line of the file written contains the results for the data, the other lines for the simulations. Each line comprises the statistic value for the model without <model_comp>, that for the model with <model_comp>, and the difference.

Before running this script the model should be set up including the additional component to be tested. The script will create temporary files model_with_comp.xcm and model_without_comp.xcm.