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]