min_fn_prod: Product of p-value minimizing function
In roga11/MSTest_v1: MSTest: An R-package For Testing Markov-Switching Models

Description Usage Arguments Value References

minimization function for nuissance parameters. This version uses the product method of combining p-values as in Fisher (1932) and Pearson (1933).

1	min_fn_prod(v)

`v`	nuissance parameter values

p-value for given parameter value.

Dufour, J. M., & Luger, R. (2017). Identification-robust moment-based tests for Markov switching in autoregressive models. Econometric Reviews, 36(6-9), 713-727.

Pearson, K. (1933). On a method of determining whether a sample of size n supposed to have been drawn from a parent population having a known probability integral has probably been drawn at random. Biometrika 25:379–410.

Fisher, R. (1932). Statistical Methods for Research Workers. Edinburgh: Oliver and Boyd.

roga11/MSTest_v1 documentation built on Dec. 22, 2021, 5:16 p.m.