IOLS (version 0.1.4)

lambda_test: lambda_test

Description

Printing and plotting of the lambda-test.

Usage

lambda_test(f, nB)

Value

a lambda_test object.

Arguments

f

An iOLS_path fitted model object that you want to apply this test on.

nB

The number of iteration that you want to be done in the bootstrap process used in the function.

Examples

data(DATASET)
y = DATASET$y
x = as.matrix(DATASET[,c("X1","X2")])
lm = lm(log(y+1) ~ x)
lm_coef = c(coef(lm))
X = cbind(rep(1, nrow(x)), x)
k = iOLS_path(y, X, b_init = lm_coef, deltainf = 10^-5,
deltasup = 10^4, nbre_delta = 20,
epsi = 10^-3, error_type = "HC0")

L = lambda_test(k, nB = 5)