bootCV: Bootstrap Critival Values CHP Test
In roga11/MSTest_v1: MSTest: An R-package For Testing Markov-Switching Models
Description
Usage
Arguments
Value
References
Description
This bootstrap procedure is described on page 771 of CHP (2014)
Usage
1
bootCV(mdl, rho_b, N, var_switch)
Arguments
mdl
List containing model information
rho_b
bound for rho (nuisance param space)
N
number of simulations
var_switch
variance switch indicator
Value
Bootstrap critical values
References
Carrasco, Marine, Liang Hu, and Werner Ploberger. 2014.
“Optimal test for Markov switch- ing parameters.” Econometrica 82 (2): 765–784.
roga11/MSTest_v1 documentation built on Dec. 22, 2021, 5:16 p.m.
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Description Usage Arguments Value References
Description
This bootstrap procedure is described on page 771 of CHP (2014)
Usage
1 | bootCV(mdl, rho_b, N, var_switch)
|
Arguments
mdl |
List containing model information |
rho_b |
bound for rho (nuisance param space) |
N |
number of simulations |
var_switch |
variance switch indicator |
Value
Bootstrap critical values
References
Carrasco, Marine, Liang Hu, and Werner Ploberger. 2014. “Optimal test for Markov switch- ing parameters.” Econometrica 82 (2): 765–784.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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