R/OBS_VC.R

In vccp: Vine Copula Change Point Detection in Multivariate Time Series

VC_OBS <- function(X_raw, delta, test = "V", CDR = "D", trunc_tree = NA,
                   family_set = 1, pre_white = 0, ar_num = 1,
                   p = 0.3, N = 100, sig_alpha = 0.05) {
  if(test=="V"){
    infer =  VC_OBS_Vuong(X_raw, delta, CDR, trunc_tree,
                          family_set, pre_white, ar_num,
                          sig_alpha)

    return(infer)

  }else{
    if(test=="B"){
      infer = VC_OBS_Boot(X_raw, delta, CDR,
                          trunc_tree, family_set,
                          pre_white, ar_num, p, N, sig_alpha)

      return(infer)

    }
  }
}