taula.micss {micss}R Documentation

taula.micss

Description

When there are breaks in the unconditional variance, it creates a matrix with the different periods, estimated variances, values of kappa_test and p.val.kappa.

Usage

taula.micss(x, alpha)

Arguments

x

An object with the output of icss.

alpha

Value of the tail index between 2 and 4

Details

Used internally by print.micss.

Value

Matrix with the different periods, estimated variances, values of kappa_test and p.val.kappa.


[Package micss version 0.2.0 Index]