View source: R/multiplierDNonSeqfun.R
multiplierDNonSeqfun | R Documentation |
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.
multiplierDNonSeqfun(MC, MC1, grad, s, n, d)
MC |
matrix needed for multipliers |
MC1 |
matrices needed for multipliers |
grad |
gradient of the copula |
s |
sequence of normalized values in (0,1) |
n |
length of the series |
d |
number of variables |
cvm |
simulated value of the Cramer-von Mises statistic |
ks |
simulated value of the Kolmogorov-Smirnov statistic |
Bouchra R Nasri and Bruno N Remillard, August 6, 2020
Nasri, B. R. Remillard, B., & Bahraoui, T. (2022).
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.