cpCopMultStatsBKRSSeq {changepointTests} | R Documentation |
Function to compute the statistics for the BKRS process
Description
This function is used to compute bootstrapped statistics from the BKRS process in the sequential case
Usage
cpCopMultStatsBKRSSeq(U, grad, xi, n, d)
Arguments
U |
matrix needed for multipliers |
grad |
gradient of the copula |
xi |
multipliers |
n |
length of the series |
d |
number of variables |
Value
statS |
Values of the Cramer-von Mises statistics |
statT |
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]