cpCopStatsBKRS {changepointTests}R Documentation

Function to compute the statistics for the BKRS process

Description

This function is used to compute the empirical process used in the changepoint tests

Usage

cpCopStatsBKRS(x, n, d)

Arguments

x

n x d matrix of pseudo-observations

n

length of the series

d

number of variables

Value

MC

Matrix needed for multipliers

MC1

Matrices needed for multipliers

grad1

Esatimated gradient of the copula

Author(s)

Bouchra R Nasri and Bruno N Remillard, August 6, 2020


[Package changepointTests version 0.1.5 Index]