bootstrapfun

This function select a bootstrap sample of indices and compute the Cramer-von Mises and Kolmogorov-Smirnov test statistics for changepoint

internal

Change point tests for joint distributions and copulas using pseudo-observations with multipliers or bootstrap. The processes used here have been defined in Bucher, Kojadinovic, Rohmer & Segers <doi:10.1016/j.jmva.2014.07.012> and Nasri & Remillard <doi:10.1016/j.jmva.2019.03.002>.

Bruno Remillard

changepointTests

Change Point Tests for Joint Distributions and Copulas

bootstrapfun function

<dl><dt>X</dt>
<dd>n x d matrix of pseudo-observations;</dd>
<dt>n</dt>
<dd>length of the series.</dd></dl>

Arguments

Function to perform traditional bootstrap for changepoint — bootstrapfun

<dl>

<dt>X</dt>
<dd>n x d matrix of pseudo-observations;</dd>


<dt>n</dt>
<dd>length of the series.</dd>

</dl>

bootstrapfun: Function to perform traditional bootstrap for changepoint

Description

Usage

Value

Arguments