mosum.pValue: MOSUM asymptotic p-value

View source: R/mosum_test.R

mosum.pValueR Documentation

MOSUM asymptotic p-value

Description

Computes the asymptotic p-value for the MOSUM test.

Usage

mosum.pValue(z, n, G.left, G.right = G.left)

Arguments

z

a numeric value for the observation

n

an integer value for the length of the input data

G.left, G.right

integer values for the left moving sum bandwidth (G.left,G.right)

Value

a numeric value for the asymptotic p-value for the asymmetric MOSUM test


mosum documentation built on Oct. 22, 2022, 5:05 p.m.

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