fHTEST-class

fHTEST

show,fHTEST-method

An S4 class representing the outcome of a statistical test.

classes

htest

Provides a collection of functions to
explore and to investigate basic properties of financial returns
and related quantities.
The covered fields include techniques of explorative data analysis
and the investigation of distributional properties, including
parameter estimation and hypothesis testing. Even more there are
several utility functions for data handling and management.

Georgi Boshnakov

fBasics

Rmetrics - Markets and Basic Statistics

Diethelm Wuertz

Tobias Setz

Yohan Chalabi

Martin Maechler

CRAN Team 

fHTEST-class function

Objects are created by some statistical test functions.

Objects from the Class

<dl>
 <dt><code>call</code>:</dt>
<dd>the function call.</dd> <dt><code>data</code>:</dt>
<dd>the data as specified by the input argument(s).</dd> <dt><code>test</code>:</dt>
<dd></dd>a list whose elements contain the results from the statistical
 test. The information provided is similar to a list object of
 class <code>"htest"</code>.
 <dt><code>title</code>:</dt>
<dd></dd>a character string with the name of the test. This can be
 overwritten specifying a user defined input argument.
 <dt><code>description</code>:</dt>
<dd>
 
a character string with an optional user defined description. By
 default just the current date when the test was applied will be
 returned. 
</dd> 
</dl>Slot <code>@test</code> is an object of class <code>"list"</code> containing at
 least the following elements:
<dl>
 <dt>statistic</dt>
<dd>the value(s) of the test statistic.</dd> <dt>p.value</dt>
<dd>the p-value(s) of the test.</dd> <dt>parameters</dt>
<dd>a numeric value or vector of parameters.</dd> <dt>estimate</dt>
<dd>a numeric value or vector of sample estimates.</dd> <dt>conf.int</dt>
<dd>a numeric two row vector or matrix of 95% confidence levels.</dd> <dt>method</dt>
<dd>a character string indicating what type of test was performed.</dd> <dt>data.name</dt>
<dd>a character string giving the name(s) of the data.</dd> 
</dl>

Slots

<dl>
 <dt>show</dt>
<dd><code>signature(object = "fHTEST")</code>: ...</dd> 
</dl>

Methods

An S4 class representing the outcome of a statistical test.

Class "fHTEST" — fHTEST-class

<dl>
 <dt><code>call</code>:</dt>
<dd>the function call.</dd>

 <dt><code>data</code>:</dt>
<dd>the data as specified by the input argument(s).</dd>

 <dt><code>test</code>:</dt>
<dd>

a list whose elements contain the results from the statistical
 test. The information provided is similar to a list object of
 class <code>"htest"</code>.
</dd>

 <dt><code>title</code>:</dt>
<dd>

a character string with the name of the test. This can be
 overwritten specifying a user defined input argument.
</dd>

 <dt><code>description</code>:</dt>
<dd>
 
a character string with an optional user defined description. By
 default just the current date when the test was applied will be
 returned. 
</dd>

 
</dl>

Slot <code>@test</code> is an object of class <code>"list"</code> containing at
 least the following elements:
<dl>
 <dt>statistic</dt>
<dd>the value(s) of the test statistic.</dd>

 <dt>p.value</dt>
<dd>the p-value(s) of the test.</dd>

 <dt>parameters</dt>
<dd>a numeric value or vector of parameters.</dd>

 <dt>estimate</dt>
<dd>a numeric value or vector of sample estimates.</dd>

 <dt>conf.int</dt>
<dd>a numeric two row vector or matrix of 95% confidence levels.</dd>

 <dt>method</dt>
<dd>a character string indicating what type of test was performed.</dd>

 <dt>data.name</dt>
<dd>a character string giving the name(s) of the data.</dd>

 
</dl>

<dl>
 <dt>show</dt>
<dd><code>signature(object = "fHTEST")</code>: ...</dd>

 
</dl>

fHTEST-class: Class `"fHTEST"`

Description

Arguments

Objects from the Class

Slots

Methods

Examples