popt {GammaTest} | R Documentation |
Calculates the MSE of the Gamma regression fit over increasing p.
popt(data, pmax)
data |
The input/output dataset. |
pmax |
The Maximum p one wishes to consider |
Determines if the local density of points is sufficient for a Gamma test, consult the three graphs shown in Figure 3.8 on Page 65 of Kemp's thesis.
gammaMSE |
The returned Gamma statistics with the MSE of the associated Gamma regression line. |
Samuel E. Kemp. To report any bugs or suggestions please email: sekemp@glam.ac.uk
For papers and Gamma test related material visit http://users.cs.cf.ac.uk:81/Antonia.J.Jones/GammaArchive/IndexPage.htm
# Example on an AR(1) process tssim <- arima.sim(500, model=list(ar=0.9), sd=sqrt(1)) dvtssim <- dvec(tssim, 1) ts.popt <- popt(dvtssim, pmax=100)