partione: Optimal one break partitions with sequential method

In RoDivinity/BP2003: Structural break estimation and testing procedure

Optimal one break partitions with sequential method

Description

Function calculates an optimal one break partitions for a segment that starts at date start and ends at date last. It returns the optimal break and the associated SSR. Procedure used with the sequential method when the T*(T+1)/2 vector of SSR is not computed.

Usage

partione(b1, b2, last, vssr, vssrev)

Arguments

last	end of segment considered
vssr	minimum SSRs of associated break date
vssrev	recursive SSRs of the model
b_start	first possible break date
b_end	last possible break date

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.