search for: 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 -- View this message in context: http://r.789695.n4.nabble.com/nproc-parameter-in-efpFunctional-tp3972419p3972419.html Sent from the R help mailing list archive at Nabble.com.

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 me...

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 fluc...

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 fluc...

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

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

...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 "Confidencialidade: Esta mensagem (e eventuais ficheiros anexos) destinada exclusiv...