find1: Auxilliary covariance function
In ChrisKust/rexpar: Simplicial Depth for Explosive Autoregressive Processes

Description Usage Arguments Details Value Note Author(s) References See Also Examples

This function evaluates a part of the covariance matrix for the Limit process derived in Kustosz, Leucht Mueeller (2016). It is just useful for internal calculations in the simulation of the limit distribution.

1	find1(x, pars)

`x`	Integration variable.
`pars`	Value t, at which the integral has to be evaluated.

The theoretical background can be found in Kustosz, Leucht and Mueller (2016). Details on the usage in the calculation be found in Kustosz (2016).

Returns the value of the integral.

Auxiliary function for internal usage in some more central functions of this package.

Kustosz, Christoph

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

Kustosz C., Leucht A. and Mueller Ch. H. (2016). Tests based on simplicial depth for AR(1) models with explosion. Journal of Time Series Analysis. In press.

find1, find2,intfun2, oner