CriticalValues {sac}

Critical Values of Tests of Change-Point(s) with One-Change or Epidemic Alternative

Description

Return the approximate critical values of the test statistics given level alfa

Usage

Sn.alfa(alfa,n,d,model=c("parametric","semiparametric"),
        tol = .Machine$double.eps^0.25, maxiter = 1000)
CV.Epidemic.Vn(alfa, d, tol = 1e-10)
CV.Epidemic.Wn(alfa, tol = 1e-07)

Arguments

alfa

significance level

n

sample size

model

a character string specifying the model, must be one of "parametric" or "semiparametric" (default). You can specify just the initial letter

d

dimension of the data value

tol

the desired accuracy (convergence).

maxiter

the maximum number of iterations for uniroot.

Details

Function Sn.alfa returns the critical value of Sn for one-change alternative. The functions CV.Epidemic.Vn and CV.Epidemic.Wn calculate critical values for Vn and Wn.

Value

Critical values

Author(s)

Zhong Guan [e-mail]

References

Csorgo, M. and Horvath, L. (1997), Limit Theorems in Change-Point Analysis, New York: John Wiley

See Also

schapt

Examples

require(sac) #load the package
alpha<-0.05
n<-20
d<-1
Sn.alfa(alpha, n, d, model="semiparametric")
CV.Epidemic.Vn(alpha, d)
CV.Epidemic.Wn(alpha)