crit.SBQ.Rtest: Critical values for the retrospective stacked backward CUSUM...
In ottosven/backCUSUM: Backward CUSUM for Testing and Monitoring Structural Change
crit.SBQ.Rtest R Documentation
Critical values for the retrospective stacked backward CUSUM test
Description
Provides critical values for some selected values for k for the stacked backward CUSUM test with the linear boundary d(r) = 1+2r for different significance levels.
Usage
crit.SBQ.Rtest(k, alternative = "two.sided")
Arguments
k
Number of regressors and dimension of the CUSUM process
alternative
A character string specifying the alternative hypothesis; must be one of "two.sided" (default) or "one.sided".
Value
A vector of critical values for different significance levels
Examples
crit.SBQ.Rtest(1)
ottosven/backCUSUM documentation built on April 12, 2022, 10:59 p.m.
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| crit.SBQ.Rtest | R Documentation |
Critical values for the retrospective stacked backward CUSUM test
Description
Provides critical values for some selected values for k for the stacked backward CUSUM test with the linear boundary d(r) = 1+2r for different significance levels.
Usage
crit.SBQ.Rtest(k, alternative = "two.sided")
Arguments
k |
Number of regressors and dimension of the CUSUM process |
alternative |
A character string specifying the alternative hypothesis; must be one of "two.sided" (default) or "one.sided". |
Value
A vector of critical values for different significance levels
Examples
crit.SBQ.Rtest(1)
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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