cpCopMultStats {changepointTests} | R Documentation |
Function to compute bootstrapped changepoint statistics
Description
This function compute bootstrapped multipliers values for the Cramer-von Mises and Kolmogorov-Smirnov test statistics for changepoint
Usage
cpCopMultStats(MC, xi, s, n)
Arguments
MC |
matrix needed for multipliers |
xi |
multipliers |
s |
sequence of normalized values in (0,1) |
n |
length of the series |
Value
statS |
Simulated values of the Cramer-von Mises statistics |
statT |
Simulated values of the Kolmogorov-Smirnov statistics |
Author(s)
Bouchra R Nasri and Bruno N Remillard, August 6, 2020
[Package changepointTests version 0.1.5 Index]