GlobalEnvelope: Estimation of the global confidence interval of simulations

In dbmss: Distance-Based Measures of Spatial Structures

Estimation of the global confidence interval of simulations

Description

Calculates the global confidence interval envelope sensu Duranton and Overman (2005) according to simulations of the null hypothesis of a function.

Usage

GlobalEnvelope(Simulations, Alpha)

Arguments

Simulations	An object of class fv, see fv.object, containing the simulated values.
Alpha	The risk level.

Details

The global envelope is calculated by iteration: the simulations reaching one of the upper or lower values at any distance are eliminated at each step. The process is repeated until Alpha / Number of simulations simulations are dropped. The remaining upper and lower bounds at all distances constitute the global envelope. Interpolation is used if the exact ratio cannot be reached.

Value

A matrix with two lines:

Glo	the lower bound of the envelope
Ghi	the upper bound of the envelope

References

Duranton, G. and Overman, H. G. (2005). Testing for Localisation Using Micro-Geographic Data. Review of Economic Studies 72(4): 1077-1106.

dbmss documentation built on May 31, 2023, 8:30 p.m.