parti: Calculate optimal point for segment partition

In RoDivinity/BP2003: Structural break estimation and testing procedure

Calculate optimal point for segment partition

Description

Function calculates the optimal one break partition for a segment starting from start to last. The possible range of the break is within [b_{last},b_{end}] based on the vector of recursive SSR of the model

Usage

parti(start, b_start, b_end, last, bigvec, bigT)

Arguments

start	start date index of the segment
b_start	first possible break date
b_end	last possible breakdate
last	end date index of the segment
bigT	sample period T

Value

A list containing the following components:

ssrmin	associated SSR of optimal break
dx	optimal date (global minimizer)

RoDivinity/BP2003 documentation built on Oct. 9, 2022, 9:33 a.m.