hyperbWSqTable: Percentage Points for the Cram'er-von Mises Test of the...
In GeneralizedHyperbolic: The Generalized Hyperbolic Distribution
hyperbWSqTable R Documentation
Percentage Points for the Cram'er-von Mises Test of the Hyperbolic Distribution
Description
This gives Table 5 of Puig & Stephens (2001) which is used for testing
the goodness-of-fit of the hyperbolic distribution using the
Cramér-von~Mises test. It is for internal use by
hyperbCvMTest and hyperbCvMTestPValue only and is not
intended to be accessed by the user. It is loaded automatically when
the package HyperbolicDist is invoked.
Usage
hyperbWSqTable
Format
The hyperbWSqTable matrix has 55 rows and 5 columns, giving
percentage points of W^2 for different values of
\xi and \alpha (the rows), and of
\chi (the columns).
Source
Puig, Pedro and Stephens, Michael A. (2001),
Goodness-of-fit tests for the hyperbolic distribution.
The Canadian Journal of Statistics/La Revue Canadienne de
Statistique, 29, 309–320.
GeneralizedHyperbolic documentation built on Nov. 26, 2023, 5:07 p.m.
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| hyperbWSqTable | R Documentation |
Percentage Points for the Cram'er-von Mises Test of the Hyperbolic Distribution
Description
This gives Table 5 of Puig & Stephens (2001) which is used for testing
the goodness-of-fit of the hyperbolic distribution using the
Cramér-von~Mises test. It is for internal use by
hyperbCvMTest and hyperbCvMTestPValue only and is not
intended to be accessed by the user. It is loaded automatically when
the package HyperbolicDist is invoked.
Usage
hyperbWSqTable
Format
The hyperbWSqTable matrix has 55 rows and 5 columns, giving
percentage points of W^2 for different values of
\xi and \alpha (the rows), and of
\chi (the columns).
Source
Puig, Pedro and Stephens, Michael A. (2001), Goodness-of-fit tests for the hyperbolic distribution. The Canadian Journal of Statistics/La Revue Canadienne de Statistique, 29, 309–320.
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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