QR.break (version 1.0.1)

res.surface: Compute Critical Values for the DQ test using a Response Surface

Description

This function returns critical values obtained from a response surface analysis. Note that this procedure only applies when the trimming is symmetric, i.e., \(q.R=1-q.L\).

Usage

res.surface(p, l, q.L, q.R, d.Sym)

Value

A numeric vector of length 3 containing critical values at the 10%, 5%, and 1% significance levels.

Arguments

p

The number of parameters in the model.

l

The number of breaks under the null \(H_0\) (i.e., \(l+1\) under \(H_1\)).

q.L

The lower bound of the quantile range.

q.R

The upper bound of the quantile range (not used in the function because \(q.R=1-q.L\)).

d.Sym

A logical value. Must be TRUE, as this method applies only to symmetric trimming (\(q.R=1-q.L\)).

Examples

# The number of regerssors 
p = 5 
## The number of breaks under the null 
l = 2 

# qunatile range (left and right limits)
q.L = 0.2
q.R = 0.8 

# symmetric quantile trimming is true 
d.Sym = TRUE 

## critical values from response surface 
cvs = res.surface(p, l, q.L, q.R, d.Sym)

print(cvs)