Displaying 1 result from an estimated 1 matches for "computecritval".
2011 Nov 02
1
nproc parameter in efpFunctional
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
nproc-dimensional Brownian bridge?
Thank you in advance!
Julia
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