JumpTest (version 1.1)

pcombine: p-values matrix to be pooled

Description

generate p-value matrix with given methods (at least 2)

Usage

pcombine(retmat, method)

Arguments

retmat

log return matrix by columns

method

jump test methods, chosen from "BNS", "Amed", and "Amin"

Value

a p-values matrix

Examples

# NOT RUN {
orip <- matrix(runif(3000),1000,3)
pmatrix <- pcombine(orip,c('BNS','Amed','Amin'))
# }