Pvalues                 package:sac                 R Documentation

_T_h_e _p-_v_a_l_u_e_s _o_f _T_e_s_t _S_t_a_t_i_s_t_i_c_s _B_a_s_e_d _o_n _A_s_y_m_p_t_o_t_i_c _D_i_s_t_r_i_b_u_t_i_o_n

_D_e_s_c_r_i_p_t_i_o_n:

     Calculate the approximate 'p'-values of the test statistics 'Tn',
     'Vn' and 'Wn' using limit null distributions.

_U_s_a_g_e:

     p.OneChange(n, d, Sn)
     p.Epidemic.Vn(Vn, d, tol = 1e-10)
     p.Epidemic.Wn(Wn, tol = 1e-07)

_A_r_g_u_m_e_n_t_s:

      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. 

_D_e_t_a_i_l_s:

_V_a_l_u_e:

p.value : 'p'-value

_N_o_t_e:

_A_u_t_h_o_r(_s):

     Zhong Guan zguan@iusb.edu

_R_e_f_e_r_e_n_c_e_s:

     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.

_S_e_e _A_l_s_o:

     'schapt', 'BootsChapt'

_E_x_a_m_p_l_e_s:

     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)

