cv.kappa: Critical Values
In micss: Modified Iterative Cumulative Sum of Squares Algorithm
cv.kappa R Documentation
Critical Values
Description
Computes critical values for the kappa_test statistic
Usage
cv.kappa(t, alpha, sig.lev)
Arguments
t
Sample size.
alpha
Value of the tail index between 2 and 4.
sig.lev
Significance level.
Value
Critical value.
References
J.L. Carrion-i-Silvestre & A. Sansó (2023): Generalized Extreme Value Approximation to the CUMSUMQ Test for Constant Unconditional Variance in Heavy-Tailed Time Series.
See Also
p.val.kappa
micss documentation built on Sept. 11, 2024, 6:46 p.m.
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| cv.kappa | R Documentation |
Critical Values
Description
Computes critical values for the kappa_test statistic
Usage
cv.kappa(t, alpha, sig.lev)
Arguments
t |
Sample size. |
alpha |
Value of the tail index between 2 and 4. |
sig.lev |
Significance level. |
Value
Critical value.
References
J.L. Carrion-i-Silvestre & A. Sansó (2023): Generalized Extreme Value Approximation to the CUMSUMQ Test for Constant Unconditional Variance in Heavy-Tailed Time Series.
See Also
p.val.kappa
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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