sac (version 1.0.2)

CriticalValues: Critical Values of Tests of Change-Point(s) with One-Change or Epidemic Alternative

Description

Return the approximate critical values of the test statistics given level alfa

Usage

Sn.alfa(alfa,n,d,model=c("parametric","semiparametric"),
        tol = .Machine$double.eps^0.25, maxiter = 1000)
CV.Epidemic.Vn(alfa, d, tol = 1e-10)
CV.Epidemic.Wn(alfa, tol = 1e-07)

Arguments

alfa

significance level

n

sample size

model

a character string specifying the model, must be one of "parametric" or "semiparametric" (default). You can specify just the initial letter

d

dimension of the data value

tol

the desired accuracy (convergence).

maxiter

the maximum number of iterations for uniroot.

Value

Critical values

Details

Function Sn.alfa returns the critical value of Sn for one-change alternative. The functions CV.Epidemic.Vn and CV.Epidemic.Wn calculate critical values for Vn and Wn.

References

Csorgo, M. and Horvath, L. (1997), Limit Theorems in Change-Point Analysis, New York: John Wiley

See Also

schapt

Examples

# NOT RUN {
require(sac) #load the package
alpha<-0.05
n<-20
d<-1
Sn.alfa(alpha, n, d, model="semiparametric")
CV.Epidemic.Vn(alpha, d)
CV.Epidemic.Wn(alpha)
# }