fisherESD: Empirical spectral distribution of a Fisher matrix

Description Usage Arguments Value See Also

Description

Creates a function which returns the ESD of a Fisher matrix with set gammas for some x within the support of the ESD. Used within Ratio method.

Usage

1
fisherESD(gamma1, gamma2)

Arguments

gamma1

p/n1 where n1 is the number of time points before potential changepoint

gamma2

p/n2 where n2 is the number of time points after potential changepoint

Value

A function that calculates the ESD of a Fisher matrix for given gammas

See Also

ratioTestStat


grundy95/changepoint.cov documentation built on April 5, 2021, 6:21 p.m.