MStats: Compute the test statistic based on the robust regression

Description Usage Arguments Details Value Author(s) References

Description

test statistic based on rank

Usage

1
MStats(z, lambdaRange = seq(1/N, 0.5 - 1/N, length.out = 2 * N))

Arguments

z

A vector or a matrix containg series as columns.

lambdaRange

A vector containing candidate frequencies.

Details

TBA

Value

matrix with two columns, where the first column contains test statistics and the second column contains estimated frequencies.

Author(s)

Yuanhao Lai

References

TBA


CliffordLai/harper documentation built on May 8, 2019, 1:53 p.m.