R/dS_lin1_test.R

In ChrisKust/rexpar: Simplicial Depth for Explosive Autoregressive Processes

Defines functions dS_lin1_test

Documented in dS_lin1_test

dS_lin1_test <- function(thetaN, alpha, y, mod = FALSE)
{
  dS <- rexpar::dS_lin1(thetaN, y, mod = mod)
  CdS <- (length(y) - 1) * (dS - 1 / 2)
  deci <- (CdS < 1 / 2 - 1 / 2 * qchisq((1 - alpha), 1)) 
  list(TS = CdS, phi = deci)
}