pcombine {JumpTest} | R Documentation |
generate p-value matrix with given methods (at least 2)
pcombine(retmat, method)
retmat |
log return matrix by columns |
method |
jump test methods, chosen from "BNS", "Amed", and "Amin" |
a p-values matrix
orip <- matrix(runif(3000),1000,3) pmatrix <- pcombine(orip,c('BNS','Amed','Amin'))