Pvalues {sac} | R Documentation |
Calculate the approximate p
-values of the test statistics
Tn
, Vn
and Wn
using limit null distributions.
p.OneChange(n, d, Sn) p.Epidemic.Vn(Vn, d, tol = 1e-10) p.Epidemic.Wn(Wn, tol = 1e-07)
Sn |
test statistic Sn of the one-change alternative |
Vn |
test statistic Vn of the epidemic alternative |
Wn |
test statistic Wn of the epidemic alternative |
n |
sample size |
d |
dimension of the data value |
tol |
the desired accuracy. |
p.value |
p -value |
Zhong Guan zguan@iusb.edu
Guan, Z.(2001) Some Results About Empirical Likelihood Method, Ph.D. Thesis, The University of Toledo.
Guan, Z.(2004) A semiparametric changepoint model, Biometrika, 91, 4, 849–862.
Guan, Z. Semiparametric Tests for Change-points with Epidemic Alternatives.
require(sac) #load the package # one-change alternative k<-10 n<-30 x<-rnorm(n,0,1) x[(k+1):n]<-x[(k+1):n]+1.5 T<-SemiparChangePoint(x, alternative = "one.change")$Sn p.OneChange(n, d=1, T) # epidemic alternative k<-5 m<-10 n<-20 x<-rnorm(n,0,1) x[(k+1):m]<-x[(k+1):m]+1.5 res<-SemiparChangePoint(x, alternative = "e") V<-res$Vn; W<-res$Wn p.Epidemic.Vn(V, d=1) p.Epidemic.Wn(W)