Srho.test-class {tseriesEntropy} | R Documentation |
Class "Srho.test"
Description
A class of tests for serial dependence and nonlinearity based upon Srho
.
Objects from the Class
Objects can be created by calls of the form new("Srho.test", ...)
.
Slots
.Data
:Object of class
"numeric"
: contains Srho computed on the data set.call
:Object of class
"call"
: contains the call to the routine.call.h
:Object of class
"call"
: contains the call to the routine used for obtaining the surrogates or the bootstrap replicates under the null hypothesis.quantiles
:Object of class
"matrix"
: contains the quantiles of the bootstrap/permutation distribution under the null hypothesis.test.type
:Object of class
"character"
: contains a description of the type of test performed.significant.lags
:Object of class
"list"
: contains the lags at which Srho exceeds the confidence bands atquant
under the null hypothesis.p.value
:Object of class
"numeric"
: contains the bootstrap p-value for each lag.lags
:Object of class
"integer"
: contains the lags at which Srho is computed.stationary
:TRUE
if the stationary version is computed.data.type
:Object of class
"character"
: contains the data type.notes
:Object of class
"character"
: additional notes.
Extends
Class "Srho"
, directly.
Methods
- plot
signature(x = "Srho.test", y = "missing")
: ...- show
signature(object = "Srho.test")
: ...
Author(s)
Simone Giannerini <simone.giannerini@unibo.it>
See Also
See Also Srho
Examples
showClass("Srho.test")