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]