R/dS3_nlin_test.R

In ChrisKust/rexpar: Simplicial Depth for Explosive Autoregressive Processes

dS3_nlin_test <- function(thetaN, alpha, y, exact = FALSE)
{
  dS3 <- rexpar::dS3_lin2(theta = thetaN, y = y, model = "nlinAR1")
  NdS3 <- sqrt((length(y) - 1) - 2) * (dS3 - 1 / 4) / sqrt(5 / 16)
  if(exact)
  {
    q <- quantile(exact_lim_dS3lin(N = length(y), Reps = 1000), prob = alpha)
    deci <- (((length(y) - 1) - 2) * dS3 < q)
  }
  else
  {
    deci <- (NdS3 < qnorm(alpha))
  }
  list(TS = NdS3, phi = deci)
}