cpCopMultStats: Function to compute bootstrapped changepoint statistics
In changepointTests: Change Point Tests for Joint Distributions and Copulas
View source: R/cpCopMultStats.R
cpCopMultStats R Documentation
Function to compute bootstrapped changepoint statistics
Description
This function compute bootstrapped multipliers values for the Cramer-von Mises and Kolmogorov-Smirnov test statistics for changepoint
Usage
cpCopMultStats(MC, xi, s, n)
Arguments
MC
matrix needed for multipliers
xi
multipliers
s
sequence of normalized values in (0,1)
n
length of the series
Value
statS
Simulated values of the Cramer-von Mises statistics
statT
Simulated values of the Kolmogorov-Smirnov statistics
Author(s)
Bouchra R Nasri and Bruno N Remillard, August 6, 2020
changepointTests documentation built on May 29, 2024, 2:05 a.m.
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View source: R/cpCopMultStats.R
| cpCopMultStats | R Documentation |
Function to compute bootstrapped changepoint statistics
Description
This function compute bootstrapped multipliers values for the Cramer-von Mises and Kolmogorov-Smirnov test statistics for changepoint
Usage
cpCopMultStats(MC, xi, s, n)
Arguments
MC |
matrix needed for multipliers |
xi |
multipliers |
s |
sequence of normalized values in (0,1) |
n |
length of the series |
Value
statS |
Simulated values of the Cramer-von Mises statistics |
statT |
Simulated values of the Kolmogorov-Smirnov statistics |
Author(s)
Bouchra R Nasri and Bruno N Remillard, August 6, 2020
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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