plot_gamma: Plot confidence set for estimated threshold location...

plot_gammaR Documentation

Plot confidence set for estimated threshold location following Hansen (1999, JOE)

Description

Plot confidence set for estimated threshold location following Hansen (1999, JOE)

Usage

plot_gamma(results, alpha = 0.05)

Arguments

results

List of results from bootstrap_F1

alpha

Confidence level. Defaults to 0.05

Value

Plots the results of the likelihood ratio test from gamma_CI. Each point is a test statistic corresponding to a particular value of results$gamma_seq. The red line gives the critical value for a particular choice of alpha, which defaults to 0.05. Points below the red line correspond to values of gamma that cannot be rejected.

Examples

test_data <- dgp_threshold()
results <- bootstrap_F1(test_data$X, test_data$Y)
plot_gamma(results)

fditraglia/forcedMigration documentation built on July 16, 2022, 12:33 p.m.