approxDist: Approximate Distribuion
In roga11/MSTest_v1: MSTest: An R-package For Testing Markov-Switching Models
Description
Usage
Arguments
Value
References
Description
This function obtains the parameters needed in eq. 16 which is used for
combining p-values.
Usage
1
approxDist(Tsize, N2)
Arguments
Tsize
sample size
N2
number of draws (simulations)
Value
params the paramters gamma in eq. 16 of Dufour & Luger (2017).
References
Dufour, J. M., & Luger, R. (2017). Identification-robust moment-based
tests for Markov switching in autoregressive models. Econometric Reviews, 36(6-9), 713-727.
roga11/MSTest_v1 documentation built on Dec. 22, 2021, 5:16 p.m.
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Description Usage Arguments Value References
Description
This function obtains the parameters needed in eq. 16 which is used for combining p-values.
Usage
1 | approxDist(Tsize, N2)
|
Arguments
Tsize |
sample size |
N2 |
number of draws (simulations) |
Value
params the paramters gamma in eq. 16 of Dufour & Luger (2017).
References
Dufour, J. M., & Luger, R. (2017). Identification-robust moment-based tests for Markov switching in autoregressive models. Econometric Reviews, 36(6-9), 713-727.
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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