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hyperbWSqTable

Percentage Points for the Cramer-von Mises Test of the Hyperbolic Distribution


Description

This gives Table 5 of Puig & Stephens (2001) which is used for testing the goodness-of-fit of the hyperbolic distribution using the Crämer-von~Mises test. It is for internal use by hyperbCvMTest and hyperbCvMTestPValue only and is not intended to be accessed by the user. It is loaded automatically when the package HyperbolicDist is invoked.

Usage

hyperbWSqTable

Format

The hyperbWSqTable matrix has 55 rows and 5 columns, giving percentage points of W^2 for different values of xi and alpha (the rows), and of chi (the columns).

Source

Puig, Pedro and Stephens, Michael A. (2001), Goodness-of-fit tests for the hyperbolic distribution. The Canadian Journal of Statistics/La Revue Canadienne de Statistique, 29, 309–320.


GeneralizedHyperbolic

The Generalized Hyperbolic Distribution

v0.8-4
GPL (>= 2)
Authors
David Scott <d.scott@auckland.ac.nz>
Initial release
2018-05-15

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