instabilityQuantile {instabilityTest} | R Documentation |
Calculation of a quantile with given parameters for a random variable stochastically dominating over a Markov chain.
instabilityQuantile(alpha, w, fi, delta, sigma, kappa, a, b, k)
alpha |
the significance level. |
w |
initial state of Markov chain. |
fi |
upper estimate for the absolute value of Markov chain increment in one step. |
delta |
the downward drift that a process must exhibit in order to be stable. |
sigma |
the lower estimate for the number of steps. |
kappa |
the lower estimate for initial state. |
a |
a parameter for time calculation. Time is calculated by a formula: a*(X_i-1)+b. |
b |
b parameter for time calculation. Time is calculated by a formula: a*(X_i-1)+b. |
k |
number of steps to select a new point. |
Quantile with given parameters