testRCPMM: testRCPMM

In crsgls/rcpm: Testing the existence of a random changepoint and estimating univariate and bivariate random changepoint models.

testRCPMM

Description

Realizes the supremum score test on longdata according to formu.

Usage

testRCPMM(
  longdata,
  formu,
  covariate = NULL,
  gamma = 0.1,
  nbnodes = 5,
  nbpert = 500
)

Arguments

longdata	A longitudinal dataset containing all variables used in the formula formu
formu	A formula object describing which variables are to be used. The formula has to be of the following form markervar ~ scorevar | groupvar for the function to work.
covariate	An eventual covariate dependence of all the parameters in the model. Not implemented yet.
gamma	A smoothing parameter for the transition on the changepoint date. 0.1 by default.
nbnodes	Number of pseudo-adaptive Gaussian quadrature nodes used to compute the numeric integrals. 5 by default.
nbpert	Number of perturbations used to compute the empirical p-value. 500 by default.

Value

The function returns a list with the computed empirical p-value and the observed test statistic.

crsgls/rcpm documentation built on Sept. 28, 2024, 11:38 a.m.