ptest (version 1.0-8)

pFisherg: The cumulative distribution function for Fisher'g

Description

Compute the the cumulative distribution function for Fisher'g from the selected method. See details.

Usage

pFisherg(g, n, method = c("exact", "RSR"))

Arguments

g

Fisher'g statistic.

n

length of the series.

method

method to compute the distribution function.

Value

the distribution function.

Details

method provides the following choices:

exact: Use the exact distribution.

RSR: Distribution fitted by the response surface regression method.

References

Fisher, R.A. (1929). Tests of significance in harmonic analysis. Proc. Roy. Soc. A, 125, 54-59.

MacKinnon, James (2001) : Computing numerical distribution functions in econometrics, Queen's Economics Department Working Paper, No. 1037.

See Also

ptestg

Examples

#Given the Fisher's g statistic, find the cumulative probability
pFisherg(g=0.3,n=10, method = "exact")
pFisherg(g=0.3,n=10, method = "RSR")