S1: Core part of the Statistic T
In RationalExp: Rationalizing Rational Expectations. Tests and Deviations
Description
Usage
Arguments
Value
Description
This function implements the core part of the Cramer-von-Mises test statistic T, denoted by S in AS.
Usage
1
S1(m_bar, sigma_bar, M1, N_k, p)
Arguments
m_bar
the sample vector of moments for a specified vector $(h_a,r,y)$
sigma_bar
the sample covariance matrix of m_bar
M1
number of inequality moments
N_k
index of the $ h_a,r$ function considered
p
parameter p in the statistic
Value
a real number with the statistic evaluated
RationalExp documentation built on May 2, 2019, 2:07 a.m.
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Description Usage Arguments Value
Description
This function implements the core part of the Cramer-von-Mises test statistic T, denoted by S in AS.
Usage
1 | S1(m_bar, sigma_bar, M1, N_k, p)
|
Arguments
m_bar |
the sample vector of moments for a specified vector $(h_a,r,y)$ |
sigma_bar |
the sample covariance matrix of m_bar |
M1 |
number of inequality moments |
N_k |
index of the $ h_a,r$ function considered |
p |
parameter p in the statistic |
Value
a real number with the statistic evaluated
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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