critvals: Critical Values for the RM Goodness of Fit Test
In robfilter: Robust Time Series Filters
critvals R Documentation
Critical Values for the RM Goodness of Fit Test
Description
This matrix contains critical values for the goodness of fit test
for the last fitted value of a Repeated Median regression fit
to a sample of size n. The critical values are based on the 0.95-quantiles
of the distribution of a test statistic corresponding to the absolute value of
the sum of a subset of residual signs. The critical value for a test based on the
last nI out of n observations corresponds to critvals[n,nI].
Usage
critvals
Format
A (600x61)-matrix containing 30550 observations.
Source
Simulation.
References
Schettlinger, K., Fried, R., Gather, U. (2008)
Real Time Signal Processing by Adaptive Repeated Median Filters,
International Journal of Adaptive Control and Signal Processing, submitted.
Siegel, A.F. (1982)
Robust Regression Using Repeated Medians,
Biometrika 69 (1),
242-244.
robfilter documentation built on Nov. 10, 2022, 5:41 p.m.
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| critvals | R Documentation |
Critical Values for the RM Goodness of Fit Test
Description
This matrix contains critical values for the goodness of fit test
for the last fitted value of a Repeated Median regression fit
to a sample of size n. The critical values are based on the 0.95-quantiles
of the distribution of a test statistic corresponding to the absolute value of
the sum of a subset of residual signs. The critical value for a test based on the
last nI out of n observations corresponds to critvals[n,nI].
Usage
critvals
Format
A (600x61)-matrix containing 30550 observations.
Source
Simulation.
References
Schettlinger, K., Fried, R., Gather, U. (2008)
Real Time Signal Processing by Adaptive Repeated Median Filters,
International Journal of Adaptive Control and Signal Processing, submitted.
Siegel, A.F. (1982)
Robust Regression Using Repeated Medians,
Biometrika 69 (1),
242-244.
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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