This matrix contains degrees of freedom for the t-distributed SCARM test statistic; required by the function scarm.filter
.
data(dfs)
A data frame with 20 observations on the following 20 variables.
X5
a numeric vector
X10
a numeric vector
X15
a numeric vector
X20
a numeric vector
X25
a numeric vector
X30
a numeric vector
X35
a numeric vector
X40
a numeric vector
X45
a numeric vector
X50
a numeric vector
X55
a numeric vector
X60
a numeric vector
X65
a numeric vector
X70
a numeric vector
X75
a numeric vector
X80
a numeric vector
X85
a numeric vector
X90
a numeric vector
X95
a numeric vector
X100
a numeric vector
The SCARM test from the function scarm.filter
is based on the difference of Repeated Median slopes computed in a left-hand and right-hand window. The distribution of the SCARM test statistic is approximated by a t-distribution where the degrees of freedom depend on the width of the left- and right-hand window. This matrix delivers suitable degrees of freedom, obtained by simulations.
Borowski, M. and Fried, R. (2011) Robust moving window regression for online signal extraction from non-stationary time series: online window width adaption by testing for signal changes, submitted.