plotBS {costat} | R Documentation |
Computes and returns a p-value for the result of a parametric Monte Carlo test. Optionally, plots a histogram of the test statistics (on the original data, and using test statistics resulting from simulations from the null hypothesis distribution).
plotBS(BS, alpha = 0.05, plot = TRUE, verbose = FALSE, main = "Bootstrap Histogram", xlab = "Test Statistic Values", ylab = "Frequency")
BS |
The results from a Monte Carlo test. This should be a vector of arbitrary length. The first value must be the value of the test statistic computed on the data. The remaining values are the test statistics computed on simulations constructed under the null hypothesis. |
alpha |
A nominal size for the test. This only effects the reporting.
If the computed p-value is less than |
plot |
If |
verbose |
If |
main |
A |
xlab |
An |
ylab |
An |
The p-value computed from the Monte Carlo test results is returned
Guy Nason
Cardinali, A. and Nason, Guy P. (2013) Costationarity of Locally Stationary Time Series Using costat. Journal of Statistical Software, 55, Issue 1.
Cardinali, A. and Nason, G.P. (2010) Costationarity of locally stationary time series. J. Time Series Econometrics, 2, Issue 2, Article 1.
# # See example in \code{\link{BootTOS}}. #