This function sets the paramters of the dating algorithm of Bry and Boschan (1971)
setpar_dating_alg(t_window, t_censor, t_phase, t_cycle, max_chng)the half-size of the rolling window to find minima and maxima
the size of the left and right margin (for the cencoring operation)
the minimum phase (bull or bear) length
the minimum full cycle length
the change (in percentages) in the "index" that invalidates the minimum phase length rule
None
Bry, G. and Boschan, C. (1971). Cyclical Analysis of Time Series: Selected Procedures and Computer Programs. NBER.
Pagan, A. R. and Sossounov, K. A. (2003). A Simple Framework for Analysing Bull and Bear Markets. Journal of Applied Econometrics, 18 (1), 23-46.
Gonzalez, L., Powell, J. G., Shi, J., and Wilson, A. (2005). Two Centuries of Bull and Bear Market Cycles. International Review of Economics and Finance, 14 (4), 469-486.