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U: max_pv()
Solbiati Alessandro edited this page Jul 31, 2016
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max_pv() <- function(serie,start,end)
##Description
return the max p-value and the method/conf of the test
##Usage
- serie –> timeSerie of financial data
- start -> start date for the statistical sample
- end -> end date for the statistical sample
##Output
return a vect(max p-value, row, col) where
- row=1 <- NonParametric
- row=2 <- Normal Distr
- row=3 <- T Student Distr where col(1,2,3,4)=(0.90,0.95,0.99,0.995)