asymptoticBias: Asymptotic Bias of Ratio Test Staistic
In grundy95/changepoint.cov: Implementation of Covariance Changepoint Methods
Description
Usage
Arguments
Value
See Also
Description
Calculates the asymptotic bias of the Ratio test statistic used to generate the normalized test statistic
Usage
1
asymptoticBias(gamma1, gamma2)
Arguments
gamma1
p/n1 where n1 is the number of time points before potential changepoint
gamma2
p/n2 where n2 is the number of time points after potential changepoint
Value
A numeric of the asymptotic bias
See Also
grundy95/changepoint.cov documentation built on April 5, 2021, 6:21 p.m.
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Description Usage Arguments Value See Also
Description
Calculates the asymptotic bias of the Ratio test statistic used to generate the normalized test statistic
Usage
1 | asymptoticBias(gamma1, gamma2)
|
Arguments
gamma1 |
p/n1 where n1 is the number of time points before potential changepoint |
gamma2 |
p/n2 where n2 is the number of time points after potential changepoint |
Value
A numeric of the asymptotic bias
See Also
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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