cpCopMultStatsBKRSNonSeq {changepointTests} | R Documentation |
Function to compute the bootstrapped statistics for the BKRS process
Description
This function is used to compute bootstrapped statistics from the BKRS process in the non-sequential case
Usage
cpCopMultStatsBKRSNonSeq(MC, MC1, grad, xi, s, n, d)
Arguments
MC |
matrix needed for multipliers |
MC1 |
matrices needed for multipliers |
grad |
gradient of the copula |
xi |
multipliers |
s |
sequence of normalized values in (0,1) |
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]