testMax: Max-type test for for the equality of connectivity

Description Usage Arguments Value Examples

View source: R/testMax.R

Description

This function produces three test results based on max-type block boostrap (BMB), long-run variance block boostrapping with lagged-window estimator (LVBWR) and sum-type block bootstrap (BSUM). See Baek el al. (2019) for details.

Usage

1
testMax(subY1, subY2, diagTF = TRUE, nboot, q = "andrew", n.cl)

Arguments

subY1

a sample of size length*dim

subY2

a sample of size length*dim

diagTF

include diagonal term of covariance matrix or not

nboot

number of bootstrap sample, default is 2000

q

methods in calculating long-run variance of the test statistic. Defaul is "andrew". Second option "fixed" = length^1/3 or user specify the length

n.cl

number of cores in parallel computing. The default is (machine cores - 1)

Value

tstat Test statisticlue for testing the equality of connectivity structure

pval The pvalue for testing the equality of connectivity structure

q The tuning parameter used in calulating long-run variance

Examples

1
test2 = testMax(testsim$X, testsim$Y, n.cl=1)

detectR documentation built on Feb. 8, 2021, 5:06 p.m.

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