bootstrapfun: Function to perform traditional bootstrap for changepoint
In changepointTests: Change Point Tests for Joint Distributions and Copulas
bootstrapfun R Documentation
Function to perform traditional bootstrap for changepoint
Description
This function select a bootstrap sample of indices and compute the Cramer-von Mises and Kolmogorov-Smirnov test statistics for changepoint
Usage
bootstrapfun(X, n)
Arguments
X
n x d matrix of pseudo-observations;
n
length of the series.
Value
cvm
simulated value of the Cramer-von Mises statistic
ks
simulated value of the Kolmogorov-Smirnov statistic
changepointTests documentation built on Sept. 30, 2024, 9:24 a.m.
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| bootstrapfun | R Documentation |
Function to perform traditional bootstrap for changepoint
Description
This function select a bootstrap sample of indices and compute the Cramer-von Mises and Kolmogorov-Smirnov test statistics for changepoint
Usage
bootstrapfun(X, n)
Arguments
X |
n x d matrix of pseudo-observations; |
n |
length of the series. |
Value
cvm |
simulated value of the Cramer-von Mises statistic |
ks |
simulated value of the Kolmogorov-Smirnov statistic |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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