codadiags (version 1.0)

transient.test: Perform a stationary test to check for an initial burn-in in a sequence

Description

Perform a stationary test to check for an initial burn-in in a sequence

Usage

transient.test(x, bridge = studentbridge, stat = E.studentbridge, param = NULL, plot = FALSE)

Arguments

x

sequence

bridge

bridge builder function

stat

statistic of the bridge to use in the test

param

sequence parameters: length 'N' and first auto-correlation coefficient 'rho', or "asymptotic" for default asymptotic parameters, or NULL for auto estimated parameters

plot

boolean to ask for test plots

Value

A list with class "htest" containing the following components: statistic: the value of the test statistic. p.value: the p-value of the test. method: a character string indicating what type of test was performed. data.name: character string giving the name(s) of the data.