popt {GammaTest}R Documentation

Selecting p

Description

Calculates the MSE of the Gamma regression fit over increasing p.

Usage

popt(data, pmax)

Arguments

data The input/output dataset.
pmax The Maximum p one wishes to consider

Details

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.

Value

gammaMSE The returned Gamma statistics with the MSE of the associated Gamma regression line.

Author(s)

Samuel E. Kemp. To report any bugs or suggestions please email: sekemp@glam.ac.uk

References

For papers and Gamma test related material visit http://users.cs.cf.ac.uk:81/Antonia.J.Jones/GammaArchive/IndexPage.htm

See Also

gammatest

Examples

# 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)


[Package GammaTest version 2.1 Index]