cpCopMultStatsBKRSNonSeq: Function to compute the bootstrapped statistics for the BKRS...
In changepointTests: Change Point Tests for Joint Distributions and Copulas
Description
Usage
Arguments
Value
Author(s)
View source: R/cpCopMultStatsBKRSNonSeq.R
Description
This function is used to compute bootstrapped statistics from the BKRS process in the non-sequential case
Usage
1
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 July 27, 2021, 9:07 a.m.
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Description Usage Arguments Value Author(s)
View source: R/cpCopMultStatsBKRSNonSeq.R
Description
This function is used to compute bootstrapped statistics from the BKRS process in the non-sequential case
Usage
1 | 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
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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