summary.HLRTest

This is a method for the function <code><a href="/link/summary()?package=MSTest&version=0.1.6" data-mini-rdoc="MSTest::summary()">summary()</a></code> for objects of the class <code>CHPTest</code>.

internal

Implementation of hypothesis testing procedures described in Hansen (1992) <doi:10.1002/jae.3950070506>, Carrasco, Hu, & Ploberger (2014) <doi:10.3982/ECTA8609>, Dufour & Luger (2017) <doi:10.1080/07474938.2017.1307548>, and Rodriguez Rondon & Dufour (2024) <https://grodriguezrondon.com/files/RodriguezRondon_Dufour_2025_MonteCarlo_LikelihoodRatioTest_MarkovSwitchingModels_20251014.pdf> that can be used to identify the number of regimes in Markov switching models.

Gabriel Rodriguez Rondon

MSTest

Hypothesis Testing for Markov Switching Models

Jean-Marie Dufour

summary.HLRTest function

<dl><dt>object</dt>
<dd>an object for which a summary is desired.</dd>
<dt>digits</dt>
<dd>integer, used for number formatting with
 <code><a href="/link/signif?package=MSTest&version=0.1.6" data-mini-rdoc="MSTest::signif">signif</a>()</code> (for <code>summary.default</code>) or
 <code><a href="/link/format?package=MSTest&version=0.1.6" data-mini-rdoc="MSTest::format">format</a>()</code> (for <code>summary.data.frame</code>). In
 <code>summary.default</code>, if not specified (i.e.,
 <code><a href="/link/missing?package=MSTest&version=0.1.6" data-mini-rdoc="MSTest::missing">missing</a>(.)</code>), <code><a href="/link/signif()?package=MSTest&version=0.1.6" data-mini-rdoc="MSTest::signif()">signif()</a></code> will not be called
 anymore (since R &gt;= 3.4.0, where the default has been changed to
 only round in the <code>print</code> and <code>format</code> methods).</dd>
<dt>...</dt>
<dd>additional arguments affecting the summary produced.</dd></dl>

Arguments

This is a method for the function <code><a href='https://rdrr.io/r/base/summary.html'>summary()</a></code> for objects of the class <code>CHPTest</code>.

Summary of a CHPTest object — summary.HLRTest

<dl>

<dt>object</dt>
<dd>an object for which a summary is desired.</dd>


<dt>digits</dt>
<dd>integer, used for number formatting with
 <code><a href='https://rdrr.io/r/base/Round.html'>signif</a>()</code> (for <code>summary.default</code>) or
 <code><a href='https://rdrr.io/r/base/format.html'>format</a>()</code> (for <code>summary.data.frame</code>). In
 <code>summary.default</code>, if not specified (i.e.,
 <code><a href='https://rdrr.io/r/base/missing.html'>missing</a>(.)</code>), <code><a href='https://rdrr.io/r/base/Round.html'>signif()</a></code> will not be called
 anymore (since R &gt;= 3.4.0, where the default has been changed to
 only round in the <code>print</code> and <code>format</code> methods).</dd>


<dt>...</dt>
<dd>additional arguments affecting the summary produced.</dd>

</dl>

summary.HLRTest: Summary of a `CHPTest` object

Description

Usage

Value

Arguments