bootstrap.cusum: Bootstrap for CUSUM statistics

View source: R/Bootstrap.R

bootstrap.cusumR Documentation

Bootstrap for CUSUM statistics

Description

Bootstrap for CUSUM statistics

Usage

bootstrap.cusum(N, B = 20000)

Arguments

N

the length of the stream

B

the number of simulations

Value

B x 1 vector; empirical distribution of the CUSUM


MengtaoWen/SLIP documentation built on May 3, 2022, 6:45 a.m.