GetCV {GofKmt}R Documentation

Obtain Critical Value Table

Description

Obtain critical values of the Khmaladze martingale transformation test for various significane levels and sample sizes

Usage

GetCV(strDist, Modified)

Arguments

strDist

the name of the null distribution for the hypothesis test: Normal, Cauchy, or Logistic. Other distributions such as Gumbel, Weibull and Frechet will be available in later versions.

Modified

a logical value which specifies whether or not to use the modeifed version of the test: False calls the original version while True calls the modified version.

Value

A 10-by-6 table of critical values for various significance levles (0.1, 0.075, 0.05, 0.025, 0.01) and sample sizes (10,20,...,100).

See Also

KhmaladzeTrans()

Examples




### Critical values of the original test for a normal distribution


strDist = "Normal"
Modified=FALSE
CritValue = GetCV(strDist, Modified)



## Critical values of the modified test for the logistic distribution
strDist = "Logistic"
Modified=TRUE
CritValue = GetCV(strDist, Modified)



##Critical values of the modified test for the Cauchy distribution
strDist = "Cauchy"
Modified=TRUE
CritValue = GetCV(strDist, Modified)


[Package GofKmt version 2.2.0 Index]