IVCCA_crit {IVCor} | R Documentation |
Critical Values for Integrated Variance Correlation Based Hypothesis Test with Discrete Response
Description
This function is used to calculate the critical values for integrated variance correlation test with discrete response at significance level 0.1, 0.05 and 0.01
Usage
IVCCA_crit(R, N = 500, realizations)
Arguments
R |
is the number of categories |
N |
is a integer as large as possible, default is 500 |
realizations |
is the the number of replication times for simulating the distribution under the null hypothesis |
Value
The critical values at significance level 0.1, 0.05 and 0.01
Examples
IVCCA_crit(R=5,N=500,realizations=100)
[Package IVCor version 0.1.0 Index]