likelihood_ratio: Likelihood ratio hypothesis test
In shill1729/findistr: Common distributions used in finance
View source: R/likelihoodRatioTest.R
likelihood_ratio R Documentation
Likelihood ratio hypothesis test
Description
Hypothesis test for choosing among
two densities for fitting data.
Usage
likelihood_ratio(f, g, alpha1 = 10^-3, alpha2 = 10^-3)
Arguments
f
denominator density, true under H1
g
numerator density, the alternative choice, true under H2
alpha1
error of choosing H2 when H1 is true
alpha2
error of choosing H1 when H2 is true
Value
list
shill1729/findistr documentation built on May 20, 2024, 9:43 a.m.
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View source: R/likelihoodRatioTest.R
| likelihood_ratio | R Documentation |
Likelihood ratio hypothesis test
Description
Hypothesis test for choosing among two densities for fitting data.
Usage
likelihood_ratio(f, g, alpha1 = 10^-3, alpha2 = 10^-3)
Arguments
f |
denominator density, true under H1 |
g |
numerator density, the alternative choice, true under H2 |
alpha1 |
error of choosing H2 when H1 is true |
alpha2 |
error of choosing H1 when H2 is true |
Value
list
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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