max_fn_min: Minimum p-value maximizing function
In roga11/MSTest_v1: MSTest: An R-package For Testing Markov-Switching Models
Description
Usage
Arguments
Value
References
Description
maximization function for nuissance parameters. This version uses product
method of combining p-values as in Tippett (1931) and Wilkinson (1951).
Usage
1
max_fn_min(v)
Arguments
v
nuissance parameter values
Value
p-value for given parameter value.
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.
Tippett, L. (1931). The Method of Statistics. London: Williams & Norgate.
Wilkinson, B. (1951). A statistical consideration in psychological research.
Psychology Bulletin 48:156–158.
roga11/MSTest_v1 documentation built on Dec. 22, 2021, 5:16 p.m.
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Description Usage Arguments Value References
Description
maximization function for nuissance parameters. This version uses product method of combining p-values as in Tippett (1931) and Wilkinson (1951).
Usage
1 | max_fn_min(v)
|
Arguments
v |
nuissance parameter values |
Value
p-value for given parameter value.
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.
Tippett, L. (1931). The Method of Statistics. London: Williams & Norgate.
Wilkinson, B. (1951). A statistical consideration in psychological research. Psychology Bulletin 48:156–158.
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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