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#'@title Function to perform multiplier bootstrap for changepoint
#'
#'@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.
#'
#'@param U matrix needed for multipliers
#'@param grad gradient of the copula
#'@param n length of the series
#'@param d number of variables.
#
#'
#'@author Bouchra R Nasri and Bruno N Remillard, August 6, 2020
#'
#'@return \item{cvm}{simulated value of the Cramer-von Mises statistic}
#'@return \item{ks}{simulated value of the Kolmogorov-Smirnov statistic}
#'
#'
#'@references Nasri, B. R. Remillard, B., & Bahraoui, T. (2022).
# Change-point problems for multivariate time series using pseudo-observations
#'
#'@keywords internal
#'
#'@export
#'
multiplierDSeqfun <- function(U,grad,n,d){
xi <- rnorm(n)
out0 <- cpCopMultStatsBKRSSeq(U,grad,xi,n,d)
simKS <- max(out0$statT)
simCVM <- max(out0$statS)
out = list(cvm=simCVM,ks=simKS)
return(out)
}
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