multiplierDNonSeqfun: Function to perform multiplier bootstrap for changepoint
In changepointTests: Change Point Tests for Joint Distributions and Copulas
Description
Usage
Arguments
Value
Author(s)
References
View source: R/multiplierDNonSeqfun.R
Description
This function simulates a random sample of Gaussian multipliers null hypothesis of a Gaussian HMM
and compute the Cramer-von Mises and Kolmogorov-Smirnov test statistics.
Usage
1
multiplierDNonSeqfun(MC, MC1, grad, s, n, d)
Arguments
MC
n x n matrix = MM - C, with MM[i,j] = 1(Xi <= Xj) and C=mean(M[,j]);
n
length of the series.
Value
cvm
simulated value of the Cramer-von Mises statistic
ks
simulated value of the Kolmogorov-Smirnov statistic
Author(s)
Bouchra R Nasri and Bruno N Remillard, August 6, 2020
References
Nasri, B. R. Remillard, B., & Bahraoui, T. (2021).
changepointTests documentation built on July 27, 2021, 9:07 a.m.
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Description Usage Arguments Value Author(s) References
View source: R/multiplierDNonSeqfun.R
Description
This function simulates a random sample of Gaussian multipliers null hypothesis of a Gaussian HMM and compute the Cramer-von Mises and Kolmogorov-Smirnov test statistics.
Usage
1 | multiplierDNonSeqfun(MC, MC1, grad, s, n, d)
|
Arguments
MC |
n x n matrix = MM - C, with MM[i,j] = 1(Xi <= Xj) and C=mean(M[,j]); |
n |
length of the series. |
Value
cvm |
simulated value of the Cramer-von Mises statistic |
ks |
simulated value of the Kolmogorov-Smirnov statistic |
Author(s)
Bouchra R Nasri and Bruno N Remillard, August 6, 2020
References
Nasri, B. R. Remillard, B., & Bahraoui, T. (2021).
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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