taula.micss: taula.micss
In micss: Modified Iterative Cumulative Sum of Squares Algorithm
taula.micss R Documentation
taula.micss
Description
When there are breaks in the unconditional variance, it
creates a matrix with the different periods, estimated variances, values of
kappa_test and p.val.kappa.
Usage
taula.micss(x, alpha)
Arguments
x
An object with the output of icss.
alpha
Value of the tail index between 2 and 4
Details
Used internally by print.micss.
Value
Matrix with the different periods, estimated variances, values of
kappa_test and p.val.kappa.
micss documentation built on Sept. 11, 2024, 6:46 p.m.
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| taula.micss | R Documentation |
taula.micss
Description
When there are breaks in the unconditional variance, it creates a matrix with the different periods, estimated variances, values of kappa_test and p.val.kappa.
Usage
taula.micss(x, alpha)
Arguments
x |
An object with the output of icss. |
alpha |
Value of the tail index between 2 and 4 |
Details
Used internally by print.micss.
Value
Matrix with the different periods, estimated variances, values of kappa_test and 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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