Description Usage Arguments Value Author(s)
View source: R/cpCopStatsBKRS.R
This function is used to compute the empirical process used in the changepoint tests
1 | cpCopStatsBKRS(x, n, d)
|
x |
n x d matrix of pseudo-observations |
n |
length of the series |
d |
number of variables |
MC |
Matrix needed for multipliers |
MC1 |
Matrices needed for multipliers |
grad1 |
Esatimated gradient of the copula |
Bouchra R Nasri and Bruno N Remillard, August 6, 2020
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