[R] P value discrepancy plots

[bilelsan]

Hello R-users,
I am trying to plot P value discrepancy plots as describe by Russell
Davidson and James G. MacKinnon in "Graphical Methods for Investigating the
Size and Power of Hypothesis Tests (1998)".
I know ecdf () to obtain the empirical cumulative distribution frequencies
and knots() to extract its values.
Supposing p.value as a vector obtained by DGP (out of the loop); is there
anyone who already write this short function to obtain the same graph than
presented in the mentioned paper (figures "P value discrepancy plots")?
I am sorry in advance because I know it's not correct to ask the list to do
something. But I am pretty sure this could be useful for some of us.
TFH



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