Nothing
Subsample.test <-
function(y,kvec)
{
y <- as.matrix(y)
n <- nrow(y)
b1 <- as.integer(2.5*n^(0.3))
b2 <- as.integer(3.5*n^(0.6))
term <- as.integer( (b2-b1)/7 )
b1vec <- as.matrix(seq(b1,b2,term)[2:7])
p <- matrix(NA,nrow = nrow(b1vec), ncol=1)
for (i in 1:nrow(b1vec))
{
mv <- WK_stat2(y,kvec)
b1 <- b1vec[i]
mvsamp <- matrix(NA,nrow=(n-b1+1),ncol=1)
index <- 1:b1
for (j in 1:(n-b1+1))
{
xsub <- as.matrix(y[index])
mvsamp[j] <- WK_stat2(xsub,kvec)
index <- index+1
}
tem <- mvsamp > mv
tem[tem == "TRUE"] <- 1
p[i] <- mean(tem)
}
rownames(p) <- paste("bl=",b1vec,sep="")
colnames(p) <- c("pval")
return(list(Holding.Period=kvec,Pval=p,Block.length=as.numeric(b1vec)))
}
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