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.