SimQuantilesGoF: Function to estimate quantiles for residuals of generalized...
In GenOU: Sequential Change-Point Tests for Generalized Ornstein-Uhlenbeck Processes
View source: R/SimQuantilesGoF.R
SimQuantilesGoF R Documentation
Function to estimate quantiles for residuals of generalized Ornstein-Uhlenbeck (GOU) process
Description
Computation of quantiles for Cramer-von Mises and Kolmogorov-Smirnov statistics for testing goodness-of-fit of GOU
Usage
SimQuantilesGoF(n, B = 50000, alpha = c(0.9, 0.95, 0.975, 0.99), n_cores = 2)
Arguments
n
number of points
B
number of bootstrap samples (default 50000)
alpha
vector of probabilities (default is (.90,.95,.975,.99))
n_cores
number of cores for parallel computing (default is 2)
Value
q
Data frame of simulated quantiles of weighted BM
GenOU documentation built on Aug. 28, 2025, 9:09 a.m.
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View source: R/SimQuantilesGoF.R
| SimQuantilesGoF | R Documentation |
Function to estimate quantiles for residuals of generalized Ornstein-Uhlenbeck (GOU) process
Description
Computation of quantiles for Cramer-von Mises and Kolmogorov-Smirnov statistics for testing goodness-of-fit of GOU
Usage
SimQuantilesGoF(n, B = 50000, alpha = c(0.9, 0.95, 0.975, 0.99), n_cores = 2)
Arguments
n |
number of points |
B |
number of bootstrap samples (default 50000) |
alpha |
vector of probabilities (default is (.90,.95,.975,.99)) |
n_cores |
number of cores for parallel computing (default is 2) |
Value
q |
Data frame of simulated quantiles of weighted BM |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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