multispectral_Ztest: Spectral Z-test for multikernel

View source: R/spectralBacktest.R

multispectral_ZtestR Documentation

Spectral Z-test for multikernel

Description

Spectral Z-test for multikernel

Usage

multispectral_Ztest(multikernel, PIT)

Arguments

multikernel

(list) multikernel object (see package help)

PIT

Vector of probability integral transform values

Value

p-value of chisq-test


ajmcneil/spectralBacktest documentation built on Dec. 31, 2022, 8:17 p.m.