compute_statistics {MSinference} | R Documentation |
Calculates the value of the test statistics both for single time series analysis and multiple time series analysis.
Description
Calculates the value of the test statistics both for single time series analysis and multiple time series analysis.
Usage
compute_statistics(
data,
sigma = 1,
sigma_vec = 1,
n_ts = 1,
grid = NULL,
ijset = NULL,
deriv_order = 0,
epidem = FALSE
)
Arguments
data |
Vector (in case of n_ts = 1) or matrix (in case of n_ts > 1) that contains (a number of) time series that needs to be analyzed. In the latter case, each column of the matrix must contain one time series. |
sigma |
The estimator of the square root of the long-run
variance |
sigma_vec |
Vector that consists of estimators of the square root
of the long-run variances |
n_ts |
Number of time series analysed. Default is 1. |
grid |
Grid of location-bandwidth points as produced by
the functions |
ijset |
In case of multiple time series (n_ts > 1),
we need to know which pairs of time series to compare.
This matrix consists of all pairs of indices |
deriv_order |
In case of a single time series, this denotes the order of the derivative of the trend that we estimate. Default is 0. |
epidem |
Logical variable, TRUE if we are using dealing with epidemic time trends. Default is FALSE. |
Value
In case of n_ts = 1, the function returns a list with the following elements:
stat |
Value of the multiscale statistics. |
gset_with_vals |
A matrix that contains the values of the normalised kernel averages for each pair of location-bandwidth with the corresponding location and bandwidth. |
In case of n_ts > 1, the function returns a list with the following elements:
stat |
Value of the multiscale statistics. |
stat_pairwise |
Matrix of the values of the pairwise statistics. |
ijset |
The matrix that consists of all pairs of indices
|
gset_with_vals |
A list of matrices, each matrix corresponding to a specific pairwise comparison. The order of the list is determined by ijset. Each matrix contains the values of the normalisedkernel averages for each pair of location-bandwidth with the corresponding location and bandwidth. |