getcv1: SupF test Critical Values
In RoDivinity/BP2003: Structural break estimation and testing procedure
getcv1 R Documentation
SupF test Critical Values
Description
Function to retrieve critical values of supF test stored in
/SysData/SupF/cv_x.csv where x corresponds to the trimming level:
1: eps1 = 5%
2: eps1 = 10%
3: eps1 = 15%
4: eps1 = 20%
5: eps1 = 25%
The critical values are tabulated from @references
Usage
getcv1(signif, eps1)
Arguments
signif
significant level
eps1
trimming level
Value
cv Critical value of SupF test
RoDivinity/BP2003 documentation built on Oct. 9, 2022, 9:33 a.m.
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| getcv1 | R Documentation |
SupF test Critical Values
Description
Function to retrieve critical values of supF test stored in
/SysData/SupF/cv_x.csv where x corresponds to the trimming level:
1:
eps1= 5%2:
eps1= 10%3:
eps1= 15%4:
eps1= 20%5:
eps1= 25%
The critical values are tabulated from @references
Usage
getcv1(signif, eps1)
Arguments
signif |
significant level |
eps1 |
trimming level |
Value
cv Critical value of SupF test
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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