spectral_Ztest: Spectral Z-test for any kernel type
In ajmcneil/spectralBacktest: Spectral Backtests of Forecast Distributions
View source: R/spectralBacktest.R
spectral_Ztest R Documentation
Spectral Z-test for any kernel type
Description
Spectral Z-test for any kernel type
Usage
spectral_Ztest(kernel, PIT, twosided = TRUE)
Arguments
kernel
(list) kernel object (see package help)
PIT
Vector of probability integral transform values
twosided
(boolean) if monokernel, run two-sided test if TRUE, otherwise one-sided
Value
p-value of Z-test
ajmcneil/spectralBacktest documentation built on Dec. 31, 2022, 8:17 p.m.
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View source: R/spectralBacktest.R
| spectral_Ztest | R Documentation |
Spectral Z-test for any kernel type
Description
Spectral Z-test for any kernel type
Usage
spectral_Ztest(kernel, PIT, twosided = TRUE)
Arguments
kernel |
(list) kernel object (see package help) |
PIT |
Vector of probability integral transform values |
twosided |
(boolean) if monokernel, run two-sided test if TRUE, otherwise one-sided |
Value
p-value of Z-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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