testMax: Max-type test for for the equality of connectivity

In mgampe/detectR: Change Point Detection

Description

This function produces three test results based on max-type block boostrap (BMB), long-run variance block boostrapping with lagged-window estimator (LVBWR) and sum-type block bootstrap (BSUM). See Baek el al. (2019) for details.

Usage

testMax(subY1, subY2, diagTF = TRUE, nboot, q = "andrew", n.cl)

Arguments

subY1	a sample of size length*dim
subY2	a sample of size length*dim
diagTF	include diagonal term of covariance matrix or not
nboot	number of bootstrap sample, default is 2000
q	methods in calculating long-run variance of the test statistic. Defaul is "andrew". Second option "fixed" = length^1/3 or user specify the length
n.cl	number of cores in parallel computing. The default is (machine cores - 1)

Value

tstat Test statisticlue for testing the equality of connectivity structure

pval The pvalue for testing the equality of connectivity structure

q The tuning parameter used in calulating long-run variance

Examples

test2 = testMax(testsim$X, testsim$Y, n.cl=1)

mgampe/detectR documentation built on Feb. 18, 2021, 2:23 a.m.