B_iid_bound: Compute strong white noise confidence bound for...
In wwntests: Hypothesis Tests for Functional Time Series
View source: R/autocorrelation_bound_functions.R
B_iid_bound R Documentation
Compute strong white noise confidence bound for autocorrelation coefficient.
Description
'B_iid_bound' Computes an approximate asymptotic upper 1-alpha confidence bound for the functional
autocorrelation coefficient at lag h under the assumption that f_data forms a strong white noise
Usage
B_iid_bound(f_data, alpha = 0.05)
Arguments
f_data
the functional data matrix with observed functions in the columns
alpha
the significance level to be used in the hypothesis test
Value
Numeric value; the 1-alpha confidence bound for the functional autocorrelation coefficient
at lag h under a strong white noise assumption.
wwntests documentation built on May 29, 2024, 4:23 a.m.
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View source: R/autocorrelation_bound_functions.R
| B_iid_bound | R Documentation |
Compute strong white noise confidence bound for autocorrelation coefficient.
Description
'B_iid_bound' Computes an approximate asymptotic upper 1-alpha confidence bound for the functional autocorrelation coefficient at lag h under the assumption that f_data forms a strong white noise
Usage
B_iid_bound(f_data, alpha = 0.05)
Arguments
f_data |
the functional data matrix with observed functions in the columns |
alpha |
the significance level to be used in the hypothesis test |
Value
Numeric value; the 1-alpha confidence bound for the functional autocorrelation coefficient at lag h under a strong white noise assumption.
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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