findModifiedAlpha: Find modified alpha

In bdots: Bootstrapped Differences of Time Series

Find modified alpha

Description

find modified alpha

Usage

findModifiedAlpha(
  rho,
  n,
  df,
  alpha = 0.05,
  errorAcc = 0.001,
  gradDiff = ifelse(cores > 3, 0.5, 0.1),
  cores = 0,
  verbose = FALSE,
  method = "t"
)

Arguments

rho	correlation coefficient
n	number of observations
df	degrees of freedom if method == "t"
alpha	starting alpha from which to adjust
errorAcc	acceptable error for alphastar
gradDiff	gradient steps in algorithm
cores	number of cores. Default is zero, or half of what's available
verbose	will probably remove this
method	either "t" or "norm"

bdots documentation built on Jan. 7, 2023, 1:18 a.m.