bootstrapfun {changepointTests} | R Documentation |
Function to perform traditional bootstrap for changepoint
Description
This function select a bootstrap sample of indices and compute the Cramer-von Mises and Kolmogorov-Smirnov test statistics for changepoint
Usage
bootstrapfun(X, n)
Arguments
X |
n x d matrix of pseudo-observations; |
n |
length of the series. |
Value
cvm |
simulated value of the Cramer-von Mises statistic |
ks |
simulated value of the Kolmogorov-Smirnov statistic |
[Package changepointTests version 0.1.7 Index]