Apply the popular real-time monitoring strategy proposed by Phillips, Shi and Yu (2015a,b;PSY) <doi:10.1111/iere.12132>, <doi:10.1111/iere.12131>, along with a new bootstrap procedure designed to mitigate the potential impact of heteroskedasticity and to effect family-wise size control in recursive testing algorithms (Phillips and Shi, forthcoming).
Package details |
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Maintainer | |
License | GPL-3 |
Version | 0.0.2.9000 |
URL | https://github.com/itamarcaspi/psymonitor |
Package repository | View on GitHub |
Installation |
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