sim_Zn: Rènyi-Type Statistic Simulation (Assuming Variance)

In CPAT: Change Point Analysis Tests

Description

Simulates multiple realizations of the Rènyi-type statistic when the long-run variance of the data is known.

Usage

sim_Zn(size, kn, n = 500, gen_func = rnorm, args = NULL, sd = 1)

Arguments

size	Number of realizations to simulate
kn	A function returning a positive integer that is used in the definition of the Rènyi-type statistic effectively setting the bounds over which the maximum is taken
n	The sample size for each realization
gen_func	The function generating the random sample from which the statistic is computed
args	A list of arguments to be passed to gen_func
sd	The square root of the second moment of the data

Value

A vector of simulated realizations of the Rènyi-type statistic

Examples

CPAT:::sim_Zn(100, kn = function(n) {floor(log(n))})
CPAT:::sim_Zn(100, kn = function(n) {floor(log(n))},
              gen_func = CPAT:::rchangepoint, args = list(changepoint = 250,
                                                          mean2 = 1))

CPAT documentation built on May 1, 2019, 6:51 p.m.