pcombine: p-values matrix to be pooled
In JumpTest: Financial Jump Detection

generate p-value matrix with given methods (at least 2)

1	pcombine(retmat, method)

`retmat`	log return matrix by columns
`method`	jump test methods, chosen from "BNS", "Amed", and "Amin"

a p-values matrix

1 2	orip <- matrix(runif(3000),1000,3) pmatrix <- pcombine(orip,c('BNS','Amed','Amin'))

JumpTest documentation built on May 1, 2019, 9:45 p.m.

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