IVCCA_crit {IVCor}R Documentation

Critical Values for Integrated Variance Correlation Based Hypothesis Test with Discrete Response

Description

This function is used to calculate the critical values for integrated variance correlation test with discrete response at significance level 0.1, 0.05 and 0.01

Usage

IVCCA_crit(R, N = 500, realizations)

Arguments

R

is the number of categories

N

is a integer as large as possible, default is 500

realizations

is the the number of replication times for simulating the distribution under the null hypothesis

Value

The critical values at significance level 0.1, 0.05 and 0.01

Examples

IVCCA_crit(R=5,N=500,realizations=100)

[Package IVCor version 0.1.0 Index]