B_iid_bound {wwntests} | R Documentation |
Compute strong white noise confidence bound for autocorrelation coefficient.
Description
'B_iid_bound' Computes an approximate asymptotic upper 1-alpha confidence bound for the functional autocorrelation coefficient at lag h under the assumption that f_data forms a strong white noise
Usage
B_iid_bound(f_data, alpha = 0.05)
Arguments
f_data |
the functional data matrix with observed functions in the columns |
alpha |
the significance level to be used in the hypothesis test |
Value
Numeric value; the 1-alpha confidence bound for the functional autocorrelation coefficient at lag h under a strong white noise assumption.
[Package wwntests version 1.1.0 Index]