search for: bonda

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 specifying for which number of processes Brownian motions should be simulated" - do I need

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

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 = function(x) max(x)-min(x), comp = max), with meanL2BB, if I understood correctly: functional =

Hello R users: I'm trying now to apply the package strucchange to see whether there is a structural change in linear regression. I have noted the following problem that arises in my case with recursive-based CUSUM: generic function recresid() in efp() generates an error, since (probably) it cannot compute the inverse matrix of (X^(i-1)^T)*(X^(i-1)) at each step (i-1), because the matrix