Data frame of precomputed snooping-adjusted critical values, using the
DFSnoopingCV. The data frame is used by
SnoopingCV to look up the appropriate critical value
There are TODO rows and 9 columns:
Order of local polynomial (0 for local constant)
Boundary or interior regression?
ratio of maximum to minimum bandwidth
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)
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.