Description Usage Arguments Details Examples
View source: R/tests_CheckTime.R
The computation of a gof test can take very long, especially when the number
of bootstrap rounds is high. The function gofCheckTime
computes the time which the estimation most likely takes.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 | gofCheckTime(
copula,
x,
tests = NULL,
customTests = NULL,
param = 0.5,
param.est = TRUE,
df = 4,
df.est = TRUE,
margins = "ranks",
flip = 0,
M = 1000,
MJ = 100,
dispstr = "ex",
print.res = TRUE,
m = 1,
delta.J = 0.5,
nodes.Integration = 12,
lower = NULL,
upper = NULL,
seed.active = NULL,
processes = 1
)
|
copula |
A character vector which indicates the copula to test for.
Possible are |
x |
A matrix containing the data with rows being observations and columns being variables. |
tests |
A character vector which indicates the test to use. |
customTests |
A character vector which indicates the customized test to use, if any. |
param |
The copulae parameters to use for each test, if it shall not be estimated. |
param.est |
Shall be either |
df |
The degrees of freedom, if not meant to be estimated. Only
necessary if tested for |
df.est |
Indicates if |
margins |
Specifies which estimation method for the margins shall be
used. The default is |
flip |
The control parameter to flip the copula by 90, 180, 270 degrees clockwise. Only applicable for bivariate copula. Default is 0 and possible inputs are 0, 90, 180, 270 and NULL. |
M |
The number of bootstrapping rounds which shall be later taken in the estimation. |
MJ |
Just for the test gofKernel. Size of bootstrapping sample. |
dispstr |
A character string specifying the type of the symmetric
positive definite matrix characterizing the elliptical copula. Implemented
structures are "ex" for exchangeable and "un" for unstructured, see package
|
print.res |
Logical which defines if the resulting time shall be printed or given as value. Default is TRUE. |
m |
Length of blocks. Only necessary if the test |
delta.J |
Scaling parameter for the matrix of smoothing parameters.
Only necessary if the test |
nodes.Integration |
Number of knots of the bivariate Gauss-Legendre
quadrature. Only necessary if the test |
lower |
Lower bound for the maximum likelihood estimation of the copula
parameter. The constraint is also active in the bootstrapping procedure. The
constraint is not active when a switch to inversion of Kendall's tau is
necessary. Default |
upper |
Upper bound for the maximum likelihood estimation of the copula
parameter. The constraint is also active in the bootstrapping procedure. The
constraint is not active when a switch to inversion of Kendall's tau is
necessary. Default |
seed.active |
Has to be either an integer or a vector of M+1 integers.
If an integer, then the seeds for the bootstrapping procedure will be
simulated. If M+1 seeds are provided, then these seeds are used in the
bootstrapping procedure. Defaults to |
processes |
The number of parallel processes which are performed to speed up the bootstrapping. Shouldn't be higher than the number of logical processors. |
The function estimates the time which the entire gof test will take.
1 2 3 4 5 6 | ## Not run:
data(IndexReturns2D)
gofCheckTime("normal", IndexReturns2D, "gofKendallKS", M = 10000)
## End(Not run)
|
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