hyperbWSqTable {GeneralizedHyperbolic}

Percentage Points for the Cram'er-von Mises Test of the Hyperbolic Distribution

Description

This gives Table 5 of Puig & Stephens (2001) which is used for testing the goodness-of-fit of the hyperbolic distribution using the Cramér-von~Mises test. It is for internal use by hyperbCvMTest and hyperbCvMTestPValue only and is not intended to be accessed by the user. It is loaded automatically when the package HyperbolicDist is invoked.

Usage

hyperbWSqTable

Format

The hyperbWSqTable matrix has 55 rows and 5 columns, giving percentage points of W^2 for different values of \xi and \alpha (the rows), and of \chi (the columns).

Source

Puig, Pedro and Stephens, Michael A. (2001), Goodness-of-fit tests for the hyperbolic distribution. The Canadian Journal of Statistics/La Revue Canadienne de Statistique, 29, 309–320.