gof_stat: Function to estimate quantiles for a goodness-of-fit test for...
In GenOU: Sequential Change-Point Tests for Generalized Ornstein-Uhlenbeck Processes
gof_stat R Documentation
Function to estimate quantiles for a goodness-of-fit test for generalized Ornstein-Uhlenbeck process
Description
Function to calculate the quantiles of Cramer-von Mise and Kolmogorov-Smirnov statistics.
Usage
gof_stat(X, T1, N, p, q)
Arguments
X
observations
T1
last time of observation
N
number of observations on from on interval (0,T1]
p
number of cosine coefficients >=1
q
number of sine coefficients >=0
Value
out
List of statistics (cvm and ks), estimated parameters, and pseudo-observations
Examples
T1=20
N=500
data(X)
out = gof_stat(X,T1,N,2,0)
GenOU documentation built on Aug. 28, 2025, 9:09 a.m.
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| gof_stat | R Documentation |
Function to estimate quantiles for a goodness-of-fit test for generalized Ornstein-Uhlenbeck process
Description
Function to calculate the quantiles of Cramer-von Mise and Kolmogorov-Smirnov statistics.
Usage
gof_stat(X, T1, N, p, q)
Arguments
X |
observations |
T1 |
last time of observation |
N |
number of observations on from on interval (0,T1] |
p |
number of cosine coefficients >=1 |
q |
number of sine coefficients >=0 |
Value
out |
List of statistics (cvm and ks), estimated parameters, and pseudo-observations |
Examples
T1=20
N=500
data(X)
out = gof_stat(X,T1,N,2,0)
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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