1 |
n |
|
alpha |
|
nboot |
|
regfun |
|
SEED |
|
MC |
|
null.value |
|
xout |
|
... |
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 | ##---- Should be DIRECTLY executable !! ----
##-- ==> Define data, use random,
##-- or do help(data=index) for the standard data sets.
## The function is currently defined as
function (n, alpha = 0.05, nboot = 1000, regfun = tsreg, SEED = TRUE,
MC = FALSE, null.value = 0, xout = FALSE, ...)
{
if (SEED)
set.seed(2)
mv = NA
chk = 0
if (MC)
library(parallel)
xy = list()
for (i in 1:nboot) xy[[i]] = rmul(n)
if (!MC)
est = lapply(xy, regciCV.sub, regfun = regfun, null.value = null.value,
...)
if (MC)
est = mclapply(xy, regciCV.sub, regfun = regfun, null.value = null.value,
...)
est = as.vector(matl(est))
est = sort(est)
ic = round(alpha * nboot)
crit = est[ic]
crit
}
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