CriticalValues {sac} | R Documentation |
Return the approximate critical values of the test statistics given level alfa
Sn.alfa(alfa,n,d,model=c("parametric","semiparametric"), tol = .Machine$double.eps^0.25, maxiter = 1000) CV.Epidemic.Vn(alfa, d, tol = 1e-10) CV.Epidemic.Wn(alfa, tol = 1e-07)
alfa |
significance level |
n |
sample size |
model |
a character string specifying the model,
must be one of "parametric" or "semiparametric" (default).
You can specify just the initial letter |
d |
dimension of the data value |
tol |
the desired accuracy (convergence). |
maxiter |
the maximum number of iterations for uniroot . |
Function Sn.alfa
returns the critical value
of Sn
for one-change alternative. The functions CV.Epidemic.Vn
and CV.Epidemic.Wn
calculate critical values
for Vn
and Wn
.
Critical values
Zhong Guan zguan@iusb.edu
Csörgo, M. and Horváth, L. (1997), Limit Theorems in Change-Point Analysis, New York: John Wiley
require(sac) #load the package alpha<-0.05 n<-20 d<-1 Sn.alfa(alpha, n, d, model="semiparametric") CV.Epidemic.Vn(alpha, d) CV.Epidemic.Wn(alpha)