ConfidenceInterval: ConfidenceInterval

In multibreakeR: Tests for a Structural Change in Multivariate Time Series

ConfidenceInterval

Description

Compute the confidence interval in time unit.

Usage

ConfidenceInterval(mat.g, mat.s, mat.sigma, mat.r, mat.beta, cv, p)

Arguments

mat.g	A matrix object of time series
mat.s	A selection matrix
mat.sigma	The covariance matrix
mat.r	The selection vector of parameters
mat.beta	The matrix of parameters
cv	A vector of critical values
p	The length of the vector

Value

The difference in time unit around the break

multibreakeR documentation built on May 31, 2023, 6:06 p.m.