Displaying 7 results from an estimated 7 matches for "efpfunct".
2011 Nov 02
1
nproc parameter in efpFunctional
...The strucchange-package description gives "integer specifying for which
number of processes Brownian motions should be simulated" - do I need
nproc-dimensional Brownian bridge?
Thank you in advance!
Julia
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2011 Nov 10
1
efpFunctional construction (strucchange package)
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),
wi...
2004 Aug 12
0
updated package strucchange 1.2-4
Dear useRs,
the strucchange package for testing for structural change
has been updated: the current version is 1.2-4.
The most significant additions were two functions gefp()
and efpFunctional().
gefp() implements a class of generalized M-fluctuation
tests for testing for parameter instability or structural
change in general parametric models including generalized
linear models (GLMs).
efpFunctional() provides infrastructure for inference based
on functionals applied to empirical...
2004 Aug 12
0
updated package strucchange 1.2-4
Dear useRs,
the strucchange package for testing for structural change
has been updated: the current version is 1.2-4.
The most significant additions were two functions gefp()
and efpFunctional().
gefp() implements a class of generalized M-fluctuation
tests for testing for parameter instability or structural
change in general parametric models including generalized
linear models (GLMs).
efpFunctional() provides infrastructure for inference based
on functionals applied to empirical...
2010 Sep 27
1
One-sided CUSUM / MOSUM Tests?
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
2005 Feb 18
2
Partial structural Change in STRUCCHANGE PACKAGE
Hi,
I am using the Strucchange package in R to test for structural change in regression coeffcient. Given a model y = b0 + b1*X + b2*Z, the Fstats test whether there is a change in both b1 and b2 over a time period.
Is there any way where I can restrict the test to hold b2 constant and test for break in only b1? That is, instead of a pure structural change, could I test for partial structural
2010 Jul 19
2
Help on R strucchange package
...n of (l+1) tests of the
null hypothesis of no structural change versus the alternative
hypothesis of a single change.
Questions:
1) I think it is possible to make a) and b) in the strucchange
package. In a) one would simply make call of Fstats function whereas in
b) one would call the efpFunctional. Am I right? How it really works in
practice?
2) However, I think there is no code in the strucchange package
for the test in c). Could you help me, please?
Kind Regards,
Joo Boavida
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