Simplicial Depth for Explosive Autoregressive Processes

changepoints_lin1 | Change-point detection for a linear AR(1) model without... |

changepoints_lin2 | Change-point detection for a linear AR(1) model with... |

changepoints_lin2_cl | Change-point detection for a linear AR(1) model with... |

convex_hull_intersect | Intersections of convex hulls |

convex_hull_plot | Convex hull plot for two dimensional data |

draw_from_depth | Random number generation based on empirical simplicial depth |

dS1_lin1_test | Test based on dS1 for explosive AR(1) processes without... |

dS1_lin2 | dS1 for AR(1) with intercept |

dS1_lin2_test | Test based on dS1 for explosive AR(1) processes with... |

dS1_nlin2 | dS1 for the non-linear AR(1) model with intercept |

dS1_nlin2_test | Test based on dS1 for explosive nonlinear AR(1) processes... |

dS1_nlin2_test_b | Test based on dS1 for explosive nonlinear AR(1) processes... |

dS1_nlin_test | Test based on dS1 for explosive nonlinear AR(1) processes |

dS2_lin1_test | Test based on dS1 for explosive AR(1) processes without... |

dS2_lin2 | dS2 for AR(1) with intercept |

dS2_lin2_sym | dS for AR(1) with two parameters in a symmetrised version |

dS2_lin2_test | Test based on dS2 for explosive AR(1) processes with... |

dS2_nlin2 | dS2 for the non-linear AR(1) model with intercept |

dS2_nlin2_test | Test based on dS1 for explosive nonlinear AR(1) processes... |

dS2_nlin_test | Test based on dS1 for explosive nonlinear AR(1) processes |

dS3_lin1_test | Test based on dS1 for explosive AR(1) processes without... |

dS3_lin2 | dS3 for AR(1) with intercept |

dS3_lin2_test | Test based on dS3 for explosive AR(1) processes with... |

dS3_nlin2 | dS3 for the non-linear AR(1) model with intercept |

dS3_nlin2_test | Test based on dS1 for explosive non-linear AR(1) processes... |

dS3_nlin_test | Test based on dS1 for explosive nonlinear AR(1) processes |

dS_lin1 | Simplicial depth for explosive AR(1) processes without... |

dS_lin1_test | Test based on dS for explosive AR(1) processes without... |

dS_lin2 | Simplicial depth for explosive AR(1) processes |

dS_lin2_loop | Straightforward calculation of simplicial depth for AR(1)... |

dS_lin2_test | Test based on dS for explosive AR(1) processes with intercept |

dS_nlin_test | Test based on dS for explosive nonlinear AR(1) processes with... |

Ele_Norm | Distance measures |

eps_ind | Calculation of a point inside of a triangle |

eps_ind_dist | Calculation of a point inside of a triangle |

est_lin1 | Estimation for linear AR(1) models without intercept by... |

est_lin2 | Estimation for linear AR(1) models with intercept by... |

est_nlin1 | Estimation for non-linear AR(1) models by simplicial depth |

exact_lim_dS3lin | Approximation of the exact distribution of dS3 for two... |

exact_lim_dS3nlin | Approximation of the exact distribution of dS3 for three... |

find1 | Auxilliary covariance function |

find2 | Auxilliary covariance function |

follow_ups | Postprocessing for changepoint detection |

intfun2 | Covariance function integral |

inv_tri | Inverted triagonal matrix |

LimitApprox | Approximation of the integrated limit based on a simulated... |

lin1_CI | Confidence regions for linar AR(1) processes with intercept... |

lin1_theta | Candidate point evaluation for simplicial depth in the linear... |

lin1_theta_eps | Candidate point evaluation for simplicial depth in the linear... |

lin2_CI | Confidence regions for linar AR(1) processes with intercept... |

lin2_CI_cl | Confidence regions for linar AR(1) processes with intercept... |

lin2_theta_f | Candidate point evaluation for simplicial depth in the linear... |

mind | Calculation of a point inside of a triangle |

muVec | Mean vector function for limit process |

nlin1_theta_f | Candidate point evaluation for simplicial depth in the... |

nlin_CI | Confidence regions for non-linar AR(1) processes with... |

ols_expl | OLS Estimation for explosive AR(1) processes with intercept |

ols_test | OLS test for the two sided alternative for parameters of an... |

ols_ts | OLS test statisitic for explosive AR(1) processes |

oner | Main evaluation of the dS statistic |

oner_sym | Main evaluation of a symmetrised simplicial depth statistic... |

power_ols | Power of an OLS test for explosive AR processes |

predict_lin1 | Bootstrap prediction for linear AR(1) model without intercept |

predict_lin1_extra | Bootstrap prediction for linear AR(1) model without intercept |

predict_lin1_s | Bootstrap prediction for linear AR(1) model without intercept |

qvals | Quantiles of the limit distribution of simplicial depth for... |

RandomARMod_lin2 | Ramdom AR(1) Series with Intercept |

RandomARMod_linar2 | Ramdom linear AR(2) Series |

RandomARMod_nlin1 | Ramdom non-linear AR(1) Series |

RandomARMod_nlin2 | Ramdom non-linear AR(1) Series with three paramters |

resARMod_lin2 | Reisduals of an linar AR(1) process |

resARMod_linar2 | Residuals of a AR(2) process without intercept |

resARMod_nlin1 | Residuals of a non-linear autoregressive process without... |

rexpar-package | rexpar - Robust Methods for Explosive Autoregressive... |

sigmaMat | Calculation of covariance matrix for the limit process of... |

simLimit | Simulation of the final limit process from simplicial depth... |

SimQunats | Simulated quantiles of the limit for simplicial depth based... |

simulateGP | Simulation of the gaussian limit process from simplicial... |

straight_intersect | Intersection of two straights |

Tri_Eps | Calculation of candidates, restricted for faster estimation... |

Tri_Eps_dist | Calculation of candidates, restricted for faster estimation... |

Tri_Mid | Calculation of candidates, restricted for faster estimation... |

Tri_Mid_n1 | Calculation of candidates, restricted for faster estimation... |

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