funGoF: Function used to perform parallel computing for...
In GenOU: Sequential Change-Point Tests for Generalized Ornstein-Uhlenbeck Processes
funGoF R Documentation
Function used to perform parallel computing for pseudo-observations of generalized Ornstein-Uhlenbeck
Description
This function simulates values of the Cramer-von Mises and Kolmogorov-Smirnov statistics for testing goodness-of-fit of GOU.
Usage
funGoF(n)
Arguments
n
number of simulated points.
Value
out
List of gof statistics for GOU: ks (Kolmogorov-Smirnov) and cvm ( Cramer-von Mises)
GenOU documentation built on Aug. 28, 2025, 9:09 a.m.
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| funGoF | R Documentation |
Function used to perform parallel computing for pseudo-observations of generalized Ornstein-Uhlenbeck
Description
This function simulates values of the Cramer-von Mises and Kolmogorov-Smirnov statistics for testing goodness-of-fit of GOU.
Usage
funGoF(n)
Arguments
n |
number of simulated points. |
Value
out |
List of gof statistics for GOU: ks (Kolmogorov-Smirnov) and cvm ( Cramer-von Mises) |
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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