geweke_test {sectorgap} | R Documentation |
Geweke test for convergence
Description
Conducts a Geweke test for convergence of the draws.
Usage
geweke_test(x, frac1 = 0.1, frac2 = 0.5, alpha = 0.05)
Arguments
x |
|
frac1 |
probability mass of the first interval, a scalar between zero and one |
frac2 |
probability mass of the second interval, a scalar between zero and one |
alpha |
significance level used to compute the test decision, a scalar between zero and one |
Details
Under the H0 of convergence, the test statistic is standard normally distributed.
Naturally, frac1 + frac2
is between zero and one.
Value
A list with the following items
- h
Test decision.
- CD
Convergence Diagnostic (test statistic).
- pvalue
The p-value.
- alpha
The applied signifcicance level.
- frac1
The fraction of data contained in the first interval.
- frac2
The fraction of data contained in the second interval.
[Package sectorgap version 0.1.0 Index]