search for: meanl2bb

..."Nyblom-Hansen") #results in: # Score-based CUSUM test with mean L2 norm # #data: Employed ~ Year + GNP.deflator + GNP + Armed.Forces #f(efp) = 0.8916, p-value = 0.4395 #2. Approach: sctest(gefp(Employed ~ Year + GNP.deflator + GNP + Armed.Forces, data = longley), functional = meanL2BB) #results in: # M-fluctuation test # #data: gefp(Employed ~ Year + GNP.deflator + GNP + Armed.Forces, data = longley) #f(efp) = 0.8165, p-value = 0.3924 I could not find any examples or further remarks of the first approach with sctest(..., type = "Nyblom-Hansen"). Maybe the f...

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 ad...

...al 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 = list(comp = function(x) sum(x^2), time = mean). How can I write a functional supLM(from=..., to=...)? Thank you in advance. Julia -- View this message in context: http://r.789695.n4.nabble.com/efpFunctional-construction-strucchange-package-tp4023903p402...

Hello, I am trying to conduct a time series analysis on historic hydrologic data, but I cannot coerce it into class ts because it does not have regular sampling intervals (some years have 20 samples, other have 8). Specifically I am trying to perform a CUSUM or or other step change detection, but the packages all seem to require data as ts. Is there a way to coerce my data into ts while