Usage
cpTestFn(x, statistic = c("cvmmax", "cvmmean", "ksmax", "ksmean"),
method = c("nonseq", "seq"), b = 1,
weights = c("parzen", "bartlett"),
m = 5, L.method=c("max","median","mean","min"),
N = 1000, init.seq = NULL)Arguments
x
a data matrix whose rows are continuous observations.
statistic
a string specifying the statistic whose value and
p-value will be displayed; can be either "cvmmax" or
"cvmmean" (the maximum or average of the nrow(x)-1
intermediate Cramé{e}r-von Mises statis
method
a string specifying the simulation method for
generating multiplier replicates of the test statistic;
can be either "nonseq" (the 'check' approach
in the first reference) or "seq" (the 'hat' approach
in the first
b
strictly positive integer specifying the value of the
bandwidth parameter determining the serial dependence when
generating dependent multiplier sequences using the 'moving average
approach'; see Section 6.1 of the second reference. The defaul
weights
a string specifying the kernel for creating the
weights used in the generation of dependent multiplier sequences within the
'moving average approach'; see Section 6.1 of the second reference.
m
a strictly positive integer specifying the number of points of the
uniform grid on $(0,1)^d$ (where $d$ is
ncol(x)) involved in the estimation of the bandwidth
parameter; see Section 5 of the third reference. The number of
points
L.method
a string specifying how the parameter $L$ involved
in the estimation of the bandwidth parameter is computed; see
Section 5 of the second reference.
N
number of multiplier replications.
init.seq
a sequence of independent standard normal variates of
length N * (nrow(x) + 2 * (b - 1)) used to generate dependent
multiplier sequences.