dfs: Degrees of freedom for the SCARM test statistic.
In robfilter: Robust Time Series Filters
dfs R Documentation
Degrees of freedom for the SCARM test statistic.
Description
This matrix contains degrees of freedom for the t-distributed SCARM test statistic; required by the function scarm.filter.
Usage
data(dfs)
Format
A data frame with 20 observations on the following 20 variables.
X5a numeric vector
X10a numeric vector
X15a numeric vector
X20a numeric vector
X25a numeric vector
X30a numeric vector
X35a numeric vector
X40a numeric vector
X45a numeric vector
X50a numeric vector
X55a numeric vector
X60a numeric vector
X65a numeric vector
X70a numeric vector
X75a numeric vector
X80a numeric vector
X85a numeric vector
X90a numeric vector
X95a numeric vector
X100a numeric vector
Details
The SCARM test from the function scarm.filter is based on the difference of Repeated Median slopes computed in a left-hand and right-hand window. The distribution of the SCARM test statistic is approximated by a t-distribution where the degrees of freedom depend on the width of the left- and right-hand window. This matrix delivers suitable degrees of freedom, obtained by simulations.
Source
The degrees of freedom have been obtained by simulations.
References
Borowski, M. and Fried, R. (2011)
Robust moving window regression for online signal extraction from
non-stationary time series: online window width adaption by testing for
signal changes, submitted.
robfilter documentation built on Nov. 10, 2022, 5:41 p.m.
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| dfs | R Documentation |
Degrees of freedom for the SCARM test statistic.
Description
This matrix contains degrees of freedom for the t-distributed SCARM test statistic; required by the function scarm.filter.
Usage
data(dfs)
Format
A data frame with 20 observations on the following 20 variables.
X5a numeric vector
X10a numeric vector
X15a numeric vector
X20a numeric vector
X25a numeric vector
X30a numeric vector
X35a numeric vector
X40a numeric vector
X45a numeric vector
X50a numeric vector
X55a numeric vector
X60a numeric vector
X65a numeric vector
X70a numeric vector
X75a numeric vector
X80a numeric vector
X85a numeric vector
X90a numeric vector
X95a numeric vector
X100a numeric vector
Details
The SCARM test from the function scarm.filter is based on the difference of Repeated Median slopes computed in a left-hand and right-hand window. The distribution of the SCARM test statistic is approximated by a t-distribution where the degrees of freedom depend on the width of the left- and right-hand window. This matrix delivers suitable degrees of freedom, obtained by simulations.
Source
The degrees of freedom have been obtained by simulations.
References
Borowski, M. and Fried, R. (2011) Robust moving window regression for online signal extraction from non-stationary time series: online window width adaption by testing for signal changes, submitted.
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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