IVCor (version 0.1.0)

IVCTLLQ: Integrated Variance Correlation Based Hypothesis Test with Local Linear Estimation

Description

This function is used to test significance using integrated variance correlation with local linear estimation

Usage

IVCTLLQ(y, x, K, num_per)

Value

The p-value of the corresponding hypothesis test

Arguments

y

is a numeric vector

x

is a numeric vector

K

is the number of quantile levels

num_per

is the number of permutation times

Examples

n=100
x=runif(n,-1,1)
y=2*cos(2*x)+rnorm(n)

# \donttest{
IVCTLLQ(y,x,K=5,num_per=100)
# }