Estimate cross-bicoherence's empirical null distribution by a mode matching method

Estimate false discovery rate by fitting scaled chi-squared distribution as an empirical null of cross-bicoherence with Schwartzman's mode matching method.

mode_matching(xbc, t_max = NULL, d = 0.001)

Arguments

xbc

cross-bicoherence, returned from cross_bicoherence.

t_max

the upper limit of interval $$S_0$$, see the reference.

d

the bin width of the tuning parameter.

References

Schwartzman, Armin. “Empirical Null and False Discovery Rate Inference for Exponential Families.” Annals of Applied Statistics 2, no. 4 (December 2008): 1332–59. https://doi.org/10.1214/08-AOAS184.