B_iid_bound {wwntests}R Documentation

Compute strong white noise confidence bound for autocorrelation coefficient.

Description

'B_iid_bound' Computes an approximate asymptotic upper 1-alpha confidence bound for the functional autocorrelation coefficient at lag h under the assumption that f_data forms a strong white noise

Usage

B_iid_bound(f_data, alpha = 0.05)

Arguments

f_data

the functional data matrix with observed functions in the columns

alpha

the significance level to be used in the hypothesis test

Value

Numeric value; the 1-alpha confidence bound for the functional autocorrelation coefficient at lag h under a strong white noise assumption.


[Package wwntests version 1.1.0 Index]