computePval_maxLR: Wrapper function for computing the maxLR corrected p value...

View source: R/computePval_maxLR.R

computePval_maxLRR Documentation

Wrapper function for computing the maxLR corrected p value from strucchange

Description

Wrapper function for computing the maxLR corrected p value from strucchange

Usage

computePval_maxLR(maxLR, q, covariate, from, to, nrep)

Arguments

maxLR

maximum of the LR test statistics

q

number of free SEM parameters / degrees of freedom

covariate

covariate under evaluation. This is important to get the level of measurement from the covariate and the bin size for ordinal and categorical covariates.

from

numeric from interval (0, 1) specifying start of trimmed sample period. With the default from = 0.15 the first and last 15 percent of observations are trimmed. This is only needed for continuous covariates.

to

numeric from interval (0, 1) specifying end of trimmed sample period. By default, to is 1.

nrep

numeric. Number of replications used for simulating from the asymptotic distribution (passed to efpFunctional). Only needed for ordinal covariates.

Value

Numeric. p value for maximally selected LR statistic

Author(s)

Manuel Arnold


semtree documentation built on Nov. 26, 2023, 5:07 p.m.