CriticalValues              package:sac              R Documentation

_C_r_i_t_i_c_a_l _V_a_l_u_e_s _o_f _T_e_s_t_s _o_f _C_h_a_n_g_e-_P_o_i_n_t(_s) _w_i_t_h _O_n_e-_C_h_a_n_g_e _o_r _E_p_i_d_e_m_i_c _A_l_t_e_r_n_a_t_i_v_e

_D_e_s_c_r_i_p_t_i_o_n:

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

_U_s_a_g_e:

     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)

_A_r_g_u_m_e_n_t_s:

    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'. 

_D_e_t_a_i_l_s:

     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'.

_V_a_l_u_e:

     Critical values

_N_o_t_e:

_A_u_t_h_o_r(_s):

     Zhong Guan  zguan@iusb.edu

_R_e_f_e_r_e_n_c_e_s:

     Csrgo, M. and Horvth, L. (1997), _Limit Theorems in Change-Point
     Analysis_, New York: John Wiley

_S_e_e _A_l_s_o:

     'schapt'

_E_x_a_m_p_l_e_s:

     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)

