auto.homo.test: Automated time-homogeneity test

Description

This function utilizes Simultaneous Confidence Regions (SCR) for the automated execution of time-homogeneity tests with chosen bases.

Usage

auto.homo.test(
  ts,
  c,
  d,
  b_time,
  b_timese,
  mp_type,
  ops,
  m = "MV",
  fix_num = 0,
  r = 1,
  s = 1,
  per = 0,
  k = 0,
  upper = 10
)

Value

A list is returned, containing dataframes with three columns each. The first column pertains to input values, the second column contains values of the estimated function along with their upper and lower bounds, which are used for time-homogeneity testing. The third column serves as a factor indicating the types corresponding to the values in the second column.

Arguments

ts: ts is the data set which is a time series data typically
c: the maximum value of number of basis for time input
d: the maximum value of number of basis for variate input
b_time: type of basis for time input
b_timese: type of basis for variate input
mp_type: select type of mapping function, "algeb" indicates algebraic mapping on the real line. "logari" represents logarithmic mapping on the real line
ops: Criteria for choosing the number of bases are provided by the package, offering four options: "AIC," "BIC," "CV," and "Kfold," each corresponding to a specific Criteria
m: the window size for the simultaneous confidence region procedure, with the default being 'MV,' which stands for the Minimum Volatility method
fix_num: fix_num indicates fixed value for time
r: indicates number of variate
s: s is a positive scaling factor, the default is 1
per: the percentage for test set used in "CV" option
k: the number of fold used in "Kfold" option
upper: upper The upper bound for the variate basis domain. The default value is 10. When "algeb" or "logari" is chosen, the domain is automatically set from -upper to upper