crit_val_sop

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crit_val_sop(M, N, d1, d2; chart_choice, refinement=OrdinaryType(), alpha=0.05)

Compute the critical value for the asymptotic test based on spatial ordinal patterns (SOPs); see test_sop.

M::Int: number of rows of the data matrix. The SOP matrix has m = M - d1 rows.
N::Int: number of columns of the data matrix. The SOP matrix has n = N - d2 columns.
d1::Int: row delay.
d2::Int: column delay.
chart_choice: one of TauHat(), KappaHat(), TauTilde(), KappaTilde(), Shannon(), ShannonExtropy(), DistanceToWhiteNoise(). The critical value does not depend on the logarithm base of Shannon and ShannonExtropy.
refinement: OrdinaryType() for the classical SOP classification, or one of RotationType(), DirectionType(), DiagonalType() (only for the entropy-type charts).
alpha=0.05: significance level.

crit_val_sop(11, 11, 1, 1; chart_choice=TauHat())