R/dS1_nlin_test.R

In ChrisKust/rexpar: Simplicial Depth for Explosive Autoregressive Processes

dS1_nlin_test <- function(thetaN, alpha, y, exact = FALSE)
{
  dS1 <- rexpar::dS1_lin2(theta = thetaN, y = y, model = "nlinAR1")
  NdS1 <- sqrt(floor((length(y) - 1) / 3)) * (dS1 - 1 / 4) / sqrt(3 / 16)
  if(exact)
  {
    deci <- ((dS1 * floor((length(y) - 1) / 3)) < qbinom(alpha, size = floor((length(y) - 1) / 3), prob = 1 / 4))
  }
  else
  {
    deci <- (NdS1 < qnorm(alpha))
  } 
  list(TS = NdS1, phi = deci)
}