SIMle (version 0.1.0)

exact.test: Exact form test

Description

This function employs the L2 test for the user-specific execution of exact form tests.

Usage

exact.test(
  ts,
  c,
  d,
  m = "MV",
  b_time,
  b_timese,
  mp_type,
  exact_func,
  r = 1,
  s = 1,
  upper = 10
)

Value

A list whose elements are p value of exact form test. Each element in the list represents p-values in the order of variates.

Arguments

ts

ts is the data set which is a time series data typically

c

number of basis for time input

d

number of basis for variate input

m

the window size for the simultaneous confidence region procedure, with the default being 'MV,' which stands for the Minimum Volatility method

b_time

type of basis for time input

b_timese

type of basis for variate input

mp_type

select type of mapping function, "algeb" indicates algebraic mapping on the real line. "logari" represents logarithmic mapping on the real line

exact_func

A list contains elements that are matrix contain exact functions, which are desired to be tested. The k-th element represents the k-th variable. The matrix contains values of the exact function within its domain

r

indicates number of variate

s

s is a positive scaling factor, the default is 1

upper

The upper bound for the variate basis domain. The default value is 10. When "algeb" or "logari" is chosen, the domain is automatically set from -upper to upper.