[Vars-commits] r69 - pkg/man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Thu Feb 4 02:15:51 CET 2010
Author: matthieu
Date: 2010-02-04 02:15:51 +0100 (Thu, 04 Feb 2010)
New Revision: 69
Modified:
pkg/man/causality.Rd
Log:
Add new args boot and boot.runs in man page
Modified: pkg/man/causality.Rd
===================================================================
--- pkg/man/causality.Rd 2010-02-04 01:15:48 UTC (rev 68)
+++ pkg/man/causality.Rd 2010-02-04 01:15:51 UTC (rev 69)
@@ -12,7 +12,7 @@
}
\usage{
-causality(x, cause = NULL, vcov.=NULL)
+causality(x, cause = NULL, vcov.=NULL, boot=FALSE, boot.runs=100)
}
\arguments{
@@ -22,7 +22,9 @@
then the variable in the first column of \code{x$y} is used as cause
variable and a warning is printed.}
\item{vcov.}{a specification of the covariance matrix of the estimated coefficients. This can be
- specified as a matrix or as a function yielding a matrix when applied to \code{x}.}
+ specified as a matrix or as a function yielding a matrix when applied to \code{x}.}
+ \item{boot}{Logical. Whether a wild bootstrap procedure should be used to compute the critical values. Default is no}
+ \item{boot.runs}{Number of bootstrap replications if boot=TRUE}
}
\details{
@@ -71,7 +73,7 @@
Fot the Granger causality test, a robust covariance-matrix estimator can be
used through argument \code{vcov.} It can be either a pre-computed matrix or
a function for extracting the covariance matrix. See \code{\link[sandwich]{vcovHC}}
- from package \pkg{sandwich} for duther details.
+ from package \pkg{sandwich} for further details. A wild bootstrap computation (imposing the restricted model as null) of the p values is available through argument \code{boot}.
}
\value{
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