| cv.table {OLCPM} | R Documentation |
cv.table
Description
A data matrix containing approximated critical values for the scaled Wiener process. A supplement to Table 1 in Horvath et al. (2004). The rows are for different gamma on a grid of 50 points in [0,0.49) with step size equal to 0.01, while the columns are for different alpha on a grid of 50 points in [0.001,0.5) with step size equal to 0.001. All the values are based on 100000 replications of simulated Wiener process on an equal grid of 20000 points in [0,1], thus can be slightly different from those in Horvath et al. (2004).
Usage
cv.table
Format
A matrix of size 50*500.
- gamma
the scaling parameter
- alpha
significance level (1-alpha)-th quantile
Details
#' @references Horvath L, Huskova M, Kokoszka P, et al (2004). Monitoring changes in linear models. Journal of statistical Planning and Inference, 126(1): 225-251.