Nothing
sdeptest <- function(Srho,
Srho.cumulant,
Srho.bootstrap.mat,
Srho.cumulant.bootstrap.mat,
P,
P.cumulant,
bootstrap,
boot.num,
lag.num,
bw.y,
bw.y.lag,
bw.joint) {
tsdep = list(Srho = Srho,
Srho.cumulant = Srho.cumulant,
Srho.bootstrap.mat = Srho.bootstrap.mat,
Srho.cumulant.bootstrap.mat = Srho.cumulant.bootstrap.mat,
P = P,
P.cumulant = P.cumulant,
bootstrap = bootstrap,
boot.num = boot.num,
lag.num = lag.num,
bw.y = bw.y,
bw.y.lag = bw.y.lag,
bw.joint = bw.joint)
if(tsdep$bootstrap) {
tsdep$reject <- numeric()
tsdep$rejectNum <- character()
for(k in 1:lag.num) {
reject <- ' '
if (P[k] < 0.1)
reject <- '.'
if (P[k] < 0.05)
reject <- '*'
if (P[k] < 0.01)
reject <- '**'
if (P[k] < 0.001)
reject <- '***'
tsdep$reject[k] <- reject
tsdep$rejectNum[k] <- switch(reject,
' ' = 100,
'.' = 10,
'*' = 5,
'**' = 1,
'***' = 0.1)
}
}
class(tsdep) <- "sdeptest"
tsdep
}
print.sdeptest <- function(x, ...){
if(x$bootstrap) {
cat("\nConsistent Metric Entropy Test for Nonlinear Dependence",
paste("\n", format(x$boot.num), " Bootstrap Replications, ",
format(x$lag.num), " Lags\n",sep=""))
for(k in 1:x$lag.num) {
cat(paste("\nTest Statistic ", sQuote(paste("Srho[", k , "]",sep="")), ": ",
format(x$Srho[k]), "\tP Value: ", format.pval(x$P[k])," ", x$reject[k],sep=""))
}
cat("\n---\nSignif. codes: 0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1")
for(k in 1:x$lag.num) {
cat(ifelse(x$reject[k] == ' ', paste("\nFail to reject the null of independence at lag ", k, " at the 10% level",sep=""),
paste("\nNull of independence is rejected at lag ", k, " at the ", x$rejectNum[k], "% level", sep="")))
}
} else {
cat("\nConsistent Nonlinear Dependence Metric Entropy",
paste("\n", format(x$lag.num), " Lags\n",sep=""))
for(k in 1:x$lag.num) {
cat(paste("\nStatistic ", sQuote(paste("Srho[", k , "]",sep="")), ": ",
format(x$Srho[k]),sep=""))
}
}
cat("\n\n")
}
summary.sdeptest <- function(object, ...){
print(object)
}
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