res.surface {QR.break} | R Documentation |
Compute Critical Values for the DQ test using a Response Surface
Description
This function returns critical values obtained from a response surface analysis.
Note that this procedure only applies when the trimming is symmetric, i.e., q.R=1-q.L
.
Usage
res.surface(p, l, q.L, q.R, d.Sym)
Arguments
p |
The number of parameters in the model. |
l |
The number of breaks under the null |
q.L |
The lower bound of the quantile range. |
q.R |
The upper bound of the quantile range (not used in the function because |
d.Sym |
A logical value. Must be TRUE, as this method applies only to symmetric trimming ( |
Value
A numeric vector of length 3 containing critical values at the 10%, 5%, and 1% significance levels.
Examples
# The number of regerssors
p = 5
## The number of breaks under the null
l = 2
# qunatile range (left and right limits)
q.L = 0.2
q.R = 0.8
# symmetric quantile trimming is true
d.Sym = TRUE
## critical values from response surface
cvs = res.surface(p, l, q.L, q.R, d.Sym)
print(cvs)
[Package QR.break version 1.0.2 Index]