fsst: Allow the user to pass multiple "lambdas"

[a-torgovitsky]

Many of the calculations do not depend on lambda. So this is desirable for computational speed when checking different values of lambda.

The return will have a different p--value for each value of lambda.

[conroylau]

I see, sure no problem. In returning the p-values, which of the following ways do you think is better?

• A vector of p-values
• A data.frame where one column shows the lambdas and the other column shows the corresponding p-values

Thanks!

[a-torgovitsky]

I think a data.frame is probably better!

[conroylau]

Done! Now users can pass multiple lambdas to fsst.

A sample output is as follows:

Test statistic: 0.61354.             
   - Range component: 0.23877
   - Cone component: 0.61354
p-values:
     lambda p-value
     0.1    0.92
     0.001  0.95
Number of cores used: 1

The user can also retrieve the p-values as a data.frame.

Thanks!

[a-torgovitsky]

Looks great, good job!