cpCopStatsBKRS: Function to compute the statistics for the BKRS process
In changepointTests: Change Point Tests for Joint Distributions and Copulas
View source: R/cpCopStatsBKRS.R
cpCopStatsBKRS R Documentation
Function to compute the statistics for the BKRS process
Description
This function is used to compute the empirical process used in the changepoint tests
Usage
cpCopStatsBKRS(x, n, d)
Arguments
x
n x d matrix of pseudo-observations
n
length of the series
d
number of variables
Value
MC
Matrix needed for multipliers
MC1
Matrices needed for multipliers
grad1
Esatimated gradient of the copula
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/cpCopStatsBKRS.R
| cpCopStatsBKRS | R Documentation |
Function to compute the statistics for the BKRS process
Description
This function is used to compute the empirical process used in the changepoint tests
Usage
cpCopStatsBKRS(x, n, d)
Arguments
x |
n x d matrix of pseudo-observations |
n |
length of the series |
d |
number of variables |
Value
MC |
Matrix needed for multipliers |
MC1 |
Matrices needed for multipliers |
grad1 |
Esatimated gradient of the copula |
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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