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

In ChrisKust/rexpar: Simplicial Depth for Explosive Autoregressive Processes

Description

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

Usage

exact_lim_dS3nlin(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

This function can be used to calculate an exact test in case of dS3 for three parameter models. Details can be found in Kustosz (2016).

Value

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

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_dS3nlin(20, 100)
hist(sim)

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