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

In ChrisKust/rexpar: Simplicial Depth for Explosive Autoregressive Processes

Description

This function approximates the exact distribution for dS3 in a two parameter model by random draws of the residual signs.

Usage

exact_lim_dS3lin(N, Reps, plot = FALSE)

Arguments

N	Size of the sample. This is necessary for the number of bins for the exact distribution.
Reps	Number of simulations used to approximate the distribution.
plot	Switch to allow a plot of the resulting approximation in a histogram. Select plot = TRUE for plotting and plot = FALSE for no plots.

Details

Details can be found in Kustosz (2016).

Value

The function returns a simulated sample from the approximated exact distribution.

Note

The function is used, when the dS3_lin2 test is applied with exact=TRUE.

Author(s)

Kustosz, Christoph

References

Kustosz, C. (2016). Depth based estimators and tests for autoregressive processes with application. Ph. D. thesis. TU Dortmund.

See Also

dS3_lin2, exact_lim_dS3nlin

Examples

sim <- exact_lim_dS3lin(20, 100)
hist(sim)

ChrisKust/rexpar documentation built on May 6, 2019, 11:48 a.m.