CHPadist: Asymptotic Distribution of Test Statistic
In roga11/MSTest_v1: MSTest: An R-package For Testing Markov-Switching Models
Description
Usage
Arguments
Value
Description
Can be used for hypothesis test using asymptotic critical values. Doing so is much
quicker than using empirical distribution. Results should also be comparable to Table A1
in CHP (2014).
Usage
1
CHPadist(itn, tr, rho_b)
Arguments
itn
number of bootstrap iterations
tr
sample size of each series
rho_b
Value
asymptotic distribution of test statistics
roga11/MSTest_v1 documentation built on Dec. 22, 2021, 5:16 p.m.
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Description Usage Arguments Value
Description
Can be used for hypothesis test using asymptotic critical values. Doing so is much quicker than using empirical distribution. Results should also be comparable to Table A1 in CHP (2014).
Usage
1 | CHPadist(itn, tr, rho_b)
|
Arguments
itn |
number of bootstrap iterations |
tr |
sample size of each series |
rho_b |
Value
asymptotic distribution of test statistics
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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