Description Objects from the Class Slots Extends Methods Author(s) See Also Examples

A class of tests for serial dependence and nonlinearity based upon `Srho`

.

Objects can be created by calls of the form `new("Srho.test", ...)`

.

`.Data`

:Object of class

`"numeric"`

: contains Srho computed on the data set.`call`

:Object of class

`"call"`

: contains the call to the routine.`call.h`

:Object of class

`"call"`

: contains the call to the routine used for obtaining the surrogates or the bootstrap replicates under the null hypothesis.`quantiles`

:Object of class

`"matrix"`

: contains the quantiles of the bootstrap/permutation distribution under the null hypothesis.`test.type`

:Object of class

`"character"`

: contains a description of the type of test performed.`significant.lags`

:Object of class

`"list"`

: contains the lags at which Srho exceeds the confidence bands at`quant`

under the null hypothesis.`p.value`

:Object of class

`"numeric"`

: contains the bootstrap p-value for each lag.`lags`

:Object of class

`"integer"`

: contains the lags at which Srho is computed.`stationary`

:`TRUE`

if the stationary version is computed.`data.type`

:Object of class

`"character"`

: contains the data type.`notes`

:Object of class

`"character"`

: additional notes.

Class `"Srho"`

, directly.

- plot
`signature(x = "Srho.test", y = "missing")`

: ...- show
`signature(object = "Srho.test")`

: ...

Simone Giannerini <[email protected]>

See Also `Srho`

1 | ```
showClass("Srho.test")
``` |

tseriesEntropy documentation built on May 30, 2017, 1:36 a.m.

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