emp.cdf

This function is used to compute the empirical process used in the changepoint tests

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

emp.cdf function

<dl><dt>x</dt>
<dd>n x d matrix of pseudo-observations</dd>
<dt>u</dt>
<dd>evaluation points of the cdf</dd></dl>

Arguments

Bouchra R Nasri and Bruno N Remillard, August 6, 2020

Author

Function to compute the empirical cdf at given points — emp.cdf

<dl>

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


<dt>u</dt>
<dd>evaluation points of the cdf</dd>

</dl>

emp.cdf: Function to compute the empirical cdf at given points

Description

Usage

Value

Arguments

Author