Description Usage Arguments Details Value References Examples
Simulates multiple realizations of the Hidalgo-Seo statistic.
1 2 3 |
size |
Number of realizations to simulate |
corr |
Whether long-run variance should be computed under the assumption of correlated residuals |
gen_func |
The function generating the random sample from which the statistic is computed |
args |
A list of arguments to be passed to |
n |
The sample size for each realization |
parallel |
Whether to use the foreach and doParallel packages to parallelize simulation (which needs to be initialized in the global namespace before use) |
use_kernel_var |
Set to |
kernel |
If character, the identifier of the kernel function as used in
the cointReg (see documentation for
|
bandwidth |
If character, the identifier of how to compute the bandwidth
as defined in the cointReg package (see
documentation for |
If corr
is TRUE
, then the residuals of the data-generating
process are assumed to be correlated and the test accounts for this in
long-run variance estimation; see the documentation for stat_hs
for more details. Otherwise, the sample variance is the estimate for the
long-run variance, as described in \insertCitehidalgoseo13;textualCPAT.
A vector of simulated realizations of the Hidalgo-Seo statistic
1 2 3 | CPAT:::sim_hs_stat(100)
CPAT:::sim_hs_stat(100, gen_func = CPAT:::rchangepoint,
args = list(changepoint = 250, mean2 = 1))
|
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