grid_eval: Evaluate Grid for GridSearch optimization.
In roga11/MSTest_v1: MSTest: An R-package For Testing Markov-Switching Models
Description
Usage
Arguments
Value
References
Description
This function performs the gridsearch loop over nuisance parameter space in
calc_mmcpval. It is written in C++ for better performance in terms of speed.
It is only used when calling gridSearch_paramCI or randSearch_paramCI as optimization
method.
Usage
1
grid_eval(y, x, mcgrid, N, params)
Arguments
N
total number of test statistics (i.e. simulated + observed = N)
ext
observed series
Value
maximized p-value over parameter space.
References
Dufour, J. M., & Luger, R. (2017). Identification-robust moment-based
tests for Markov switching in autoregressive models. Econometric Reviews, 36(6-9), 713-727.
roga11/MSTest_v1 documentation built on Dec. 22, 2021, 5:16 p.m.
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Description Usage Arguments Value References
Description
This function performs the gridsearch loop over nuisance parameter space in calc_mmcpval. It is written in C++ for better performance in terms of speed. It is only used when calling gridSearch_paramCI or randSearch_paramCI as optimization method.
Usage
1 | grid_eval(y, x, mcgrid, N, params)
|
Arguments
N |
total number of test statistics (i.e. simulated + observed = N) |
ext |
observed series |
Value
maximized p-value over parameter space.
References
Dufour, J. M., & Luger, R. (2017). Identification-robust moment-based tests for Markov switching in autoregressive models. Econometric Reviews, 36(6-9), 713-727.
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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