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]