fc_critval: Simulate critival values for either the copula or the moments...

In bonartm/factorcopula: High Dimensional Depence Modelling with Factor Copulas

Description

Simulate critival values for either the copula or the moments based break test

Usage

fc_critval(type = c("moments", "copula"), Y, B, tSeq, k, factor = NULL,
  error = NULL, beta = NULL, theta = NULL, cl = NULL)

Arguments

type	either moments or copula
Y	a numeric matrix of observed values
B	the number of bootstrap replications
tSeq	a sequence with positive integers
k	a vector defining the groups of the variables
factor	specification of latent variables, see config_factor
error	specification of error term, see config_error
beta	specification of parameter matrix, see config_beta
theta	named vector of full model parameter estimates
cl	an optional cluster object, see makeCluster

bonartm/factorcopula documentation built on April 19, 2020, 9:17 p.m.