Description Usage Format Source
Data frame of precomputed snooping-adjusted critical values, using the
function DFSnoopingCV
. The data frame is used by
SnoopingCV
to look up the appropriate critical value
1 |
There are TODO rows and 9 columns:
kernel function
Order of local polynomial (0 for local constant)
Boundary or interior regression?
ratio of maximum to minimum bandwidth
confidence level
Critical value for one-sided CIs
Critical value for two-sided CIs
Coverage of unadjusted one-sided CIs
Coverage of unadjusted two-sided CIs
Computed by running
snoopingcvs <- DFSnoopingCV(S=60000, T=10000, 1000)
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