| T_alpha {skedastic} | R Documentation |
Pseudorandom numbers from Asymptotic Null Distribution of Test Statistic for Method of Rackauskas and Zuokas (2007)
Description
A matrix of 2 ^ 14 rows and 16 columns. Each column contains
2 ^ 14 Monte Carlo replicates from the distribution of
T_{\alpha} for a particular value of \alpha, \alpha=i/32,
i=0,1,\ldots,15. The values were generated by first generating a
Brownian Bridge using m = 2 ^ 17 standard normal variates and then
applying Equation (11) from Rackauskas and Zuokas (2007).
It can be used to compute empirical approximate p-values for
implementation of the Rackauskas-Zuokas Test for heteroskedasticity. This
is a time-saving measure because, while rackauskas_zuokas
contains an option for simulating the p-value directly, this would be
computationally intensive for the authors' recommended m of
2 ^ 17. Passing the argument pvalmethod = "data" to
rackauskas_zuokas instructs the function to use the
pre-generated values in this data set to compute the empirical approximate
p-value for the test.
Usage
T_alpha
Format
An object of class matrix (inherits from array) with 16384 rows and 16 columns.