oner: Main evaluation of the dS statistic

In ChrisKust/rexpar: Simplicial Depth for Explosive Autoregressive Processes

Description

This function is a central part of the calculation of dS. It is necessary to calculate the matrix based inner loops. The statistic is the full simplicial depth with two paramteters, i.e. three residuals in each term.

Usage

oner(resid)

Arguments

resid

A vector of residuals (r_k,...,r_{k+m}) for which the inner loop has to be evaluated.

Details

The details on the calculation can be found in Kustosz (2016). The theoretical idea is presented in Kustosz, Leucht and Mueller (2016).

Value

The function returns the sum of all indicators, when the first residual of the input vector is fixed and the inner sums run over all remaining residuals.

Note

The funcion is used in the dS calculation routine.

Author(s)

Kustosz, Christoph

References

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.

See Also

find1, find2,intfun2, oner, inv_tri

Examples

res <- c(1, 2, 3, 4)
oner(res)

y <- RandomARMod_lin2(100, 0.2, 1.01, 15, "0")
res <- resARMod_lin2(c(0.2, 1.01), y)
oner(res)

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