cpCopMultStatsBKRSSeq: Function to compute the statistics for the BKRS process
In changepointTests: Change Point Tests for Joint Distributions and Copulas
View source: R/cpCopMultStatsBKRSSeq.R
cpCopMultStatsBKRSSeq R Documentation
Function to compute the statistics for the BKRS process
Description
This function is used to compute bootstrapped statistics from the BKRS process in the sequential case
Usage
cpCopMultStatsBKRSSeq(U, grad, xi, n, d)
Arguments
U
matrix needed for multipliers
grad
gradient of the copula
xi
multipliers
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.
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View source: R/cpCopMultStatsBKRSSeq.R
| cpCopMultStatsBKRSSeq | R Documentation |
Function to compute the statistics for the BKRS process
Description
This function is used to compute bootstrapped statistics from the BKRS process in the sequential case
Usage
cpCopMultStatsBKRSSeq(U, grad, xi, n, d)
Arguments
U |
matrix needed for multipliers |
grad |
gradient of the copula |
xi |
multipliers |
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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