res.surface: Compute Critical Values for the DQ test using a Response...

In QR.break: Structural Breaks in Quantile Regression

Compute Critical Values for the DQ test using a Response Surface

Description

This function returns critical values obtained from a response surface analysis. Note that this procedure only applies when the trimming is symmetric, i.e., q.R=1-q.L.

Usage

res.surface(p, l, q.L, q.R, d.Sym)

Arguments

p	The number of parameters in the model.
l	The number of breaks under the null H_0 (i.e., l+1 under H_1).
q.L	The lower bound of the quantile range.
q.R	The upper bound of the quantile range (not used in the function because q.R=1-q.L).
d.Sym	A logical value. Must be TRUE, as this method applies only to symmetric trimming (q.R=1-q.L).

Value

A numeric vector of length 3 containing critical values at the 10%, 5%, and 1% significance levels.

Examples

# The number of regerssors 
p = 5 
## The number of breaks under the null 
l = 2 

# qunatile range (left and right limits)
q.L = 0.2
q.R = 0.8 

# symmetric quantile trimming is true 
d.Sym = TRUE 

## critical values from response surface 
cvs = res.surface(p, l, q.L, q.R, d.Sym)

print(cvs)

QR.break documentation built on June 8, 2025, 1:53 p.m.