IVCTLLQ {IVCor} | R Documentation |
Integrated Variance Correlation Based Hypothesis Test with Local Linear Estimation
Description
This function is used to test significance using integrated variance correlation with local linear estimation
Usage
IVCTLLQ(y, x, K, num_per)
Arguments
y |
is a numeric vector |
x |
is a numeric vector |
K |
is the number of quantile levels |
num_per |
is the number of permutation times |
Value
The p-value of the corresponding hypothesis test
Examples
n=100
x=runif(n,-1,1)
y=2*cos(2*x)+rnorm(n)
IVCTLLQ(y,x,K=5,num_per=100)
[Package IVCor version 0.1.0 Index]