null.lim.cdf: Asymptotic CDF for a given statistic

In codadiags: Markov chain Monte Carlo burn-in based on "bridge" statistics

Description

Asymptotic CDF for a given statistic

Usage

  null.lim.cdf(stat, forceUseECDF = FALSE)

Arguments

stat

statistic

forceUseECDF

if true, - if stat is loglik_mean.brownianbridge, use the Anderson-Darling CDF #NO - if stat is var.brownianbridge, use the Cramer von Mises CDF - if stat is extremum.brownianbridge, use the Kolmogorov-Smirnov CDF #NO - if stat is ratio_loglik_extremum.brownianbridge, use the chi-square (3 freedom degrees) CDF - if stat is ratio_extremum.brownianbridge, use the Bay CDF else, use tabulated empirical CDF built on white noise process (length 10000)

codadiags documentation built on May 1, 2019, 9:26 p.m.