plot_gamma | R Documentation |
Plot confidence set for estimated threshold location following Hansen (1999, JOE)
plot_gamma(results, alpha = 0.05)
results |
List of results from bootstrap_F1 |
alpha |
Confidence level. Defaults to 0.05 |
Plots the results of the likelihood ratio test from gamma_CI
.
Each point is a test statistic corresponding to a particular value of
results$gamma_seq
. The red line gives the critical value for a particular
choice of alpha
, which defaults to 0.05. Points below the red line
correspond to values of gamma that cannot be rejected.
test_data <- dgp_threshold() results <- bootstrap_F1(test_data$X, test_data$Y) plot_gamma(results)
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