MultinomFourier: p-Values of Multinomial Goodness-of-Fit Tests by Fourier Series
Inversion
Computes p-values of multinomial goodness-of-fit tests based on an
additive statistic: the log-likelihood ratio, Pearson's chi-squared, the
Cressie-Read power divergence, and the exact multinomial test. The main
function, pval_fourier(), writes the p-value as a Fourier series in the
moment-generating function of the statistic and sums it until an adaptive
stopping rule is met, which makes small p-values of large instances
computationally feasible. The function pval_exact() computes the exact p-value by
branch pruning with bounds from a dynamic program, and pval_flexible()
chooses between the two according to the size of the instance.
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