Nothing
test.model.vect.MSAR = function(data,simu,lag=NULL){
N.samples = dim(data)[2]
N.s = N.samples
N.sim = dim(simu)[2]
Bsim = N.sim/N.samples
T = dim(data)[1]
d = dim(data)[3]
X.mat = matrix(data,T*N.samples,d)
X.mat = scale(X.mat,center=TRUE,scale=FALSE)
Cov.data = t(X.mat)%*%X.mat/dim(X.mat)[1]
X.mat = matrix(simu,T*N.sim,d)
X.mat = scale(X.mat,center=TRUE,scale=FALSE)
Cov.sim = t(X.mat)%*%X.mat/dim(X.mat)[1]
dd = sum((Cov.data-Cov.sim)^2)
dd.sim = NULL
for (k in 1:Bsim) {
X.mat = matrix(simu[,((k-1)*N.s+1):(k*N.s),],T*N.samples,d)
X.mat = scale(X.mat,center=TRUE,scale=FALSE)
Cov.tmp = t(X.mat)%*%X.mat/dim(X.mat)[1]
dd.sim[k] = sum((Cov.tmp-Cov.sim)^2)
}
Cvect = list()
Cvect$dd = dd
Cvect$q.dd = quantile(dd.sim,probs=c(.05,.95))
r = rank(c(dd,dd.sim))[1]
Cvect$p.value = 1-r/(Bsim+1)
return(list(Cvect=Cvect))
}
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