cpCopMultStatsBKRSNonSeq: Function to compute the bootstrapped statistics for the BKRS...

In changepointTests: Change Point Tests for Joint Distributions and Copulas

Function to compute the bootstrapped statistics for the BKRS process

Description

This function is used to compute bootstrapped statistics from the BKRS process in the non-sequential case

Usage

cpCopMultStatsBKRSNonSeq(MC, MC1, grad, xi, s, n, d)

Arguments

MC	matrix needed for multipliers
MC1	matrices needed for multipliers
grad	gradient of the copula
xi	multipliers
s	sequence of normalized values in (0,1)
n	length of the series
d	number of variables

Value

statS	Values of the Cramer-von Mises statistics
statT	Values of the Kolmogorov-Smirnov statistics

Author(s)

Bouchra R Nasri and Bruno N Remillard, August 6, 2020

changepointTests documentation built on Sept. 30, 2024, 9:24 a.m.