Description Usage Arguments Details Value Author(s)
Computes the posterior probability of the null hypothesis being true.
1 | testH0(fit, parameter, H0, alternative = "!=")
|
fit |
a bsmfit object |
parameter |
the name of the parameter to test |
H0 |
the null hypothesis value |
alternative |
the alternative hypotheis, one of "!=", "<" or ">" |
The parameter has a posterior distribution, and this function computes the posterior probability that the parameter is consistently larger or smaller than the hypothesised value, which ever is smaller,
min(Pr(theta > H0), Pr(theta < H0))
In the case of a one-sided test, the probability is simply the posterior probability that the parameter is greater than, or smaller than, the hypothesised value.
numeric
Tom Elliott
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