Unfortunately, I couldn't find neither this source file, nor function wmax().
Was it any old version of strucchange? There are only files strucchange.R,
strucchange.rdb and strucchange.rdx in directory \strucchange\R.
Best,
Julia
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Hello,
to understand better how efpFunctional works, I'm trying to construct my own
functionals. But concerning already existing functionals I have some
questions. With maxBB it is clear:
functional = list(comp = function(x) max(abs(x)), time = max),
with rangeBB:
functional = list(time =
Thank you very much, it works now!
Best regards,
J
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Sent from the R help mailing list archive at Nabble.com.
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The 2006 CSDA paper is really very informative, perhaps, I'm trying to
understand the things lying beyond. If we have e.g. k=3, then taking nproc=3
for the functional maxBB we get a critical value (boundary)
maxBB$computeCritval(0.05,nproc=3)
[1] 1.544421,
and this for nproc=NULL (Bonferroni
Thank you. I've understood, that it should be k (number of parameters)
separate Brownian bridges.
Is it possible, to get such separated/disaggregated processes also in
function efp()? (one can take gefp(..., family=gaussian), or construct by
myself residuals(lm.model)*X, but still interesting).
Hello all,
could anyone explain the exact meaning of parameter nproc? Why different
values of nproc give so different critical values, i.e.
meanL2BB$computeCritval(0.05,nproc=3)
[1] 0.9984853
meanL2BB$computeCritval(0.05,nproc=1)
[1] 0.4594827
The strucchange-package description gives integer
Well, I am still confused... shouldn't the made-by-hands-process (correctly
constructed, of course) and the gefp()-process be similar? For the case of
efp()-process it has been worked, at least... Besides, I'd like to know:
1) if I have the gefp()-process (scaled to unit interval [0;1]), can I get
Thank you very much for the answer. If I take Poisson model and follow
Generalized M-fluctuation tests for parameter instability, A. Zeileis and
K. Hornik, Statistica Neerlandica (2007) Vol. 61, N. 4, p. 500-501 (section
4.3):
data(Boston)
n - 506;
my.X - as.matrix(cbind(1, Boston[crim],
Hello all,
I have the following two questions: 1) how can I get the values of
boundaries for fluctuation process gefp(), for functionals maxBB, meanL2BB,
etc? 2) how can I get fragments of gefp()-process, e.g., if I have n=200
observations, i=1,2,...,200, and need gefp()[50:100], i.e. from i=50
Dear R-help list members,
I have the following question concerning the strucchange()-package: is
it possible to get the boundaries for one-sided (upper / lower) CUSUM
and MOSUM tests?
Thank you in advance.
Julia
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