testMax

This function produces three test results based on max-type block bootstrap (BMB), long-run variance block bootstrapping with lagged-window estimator (LVBWR) and sum-type block bootstrap (BSUM). See Baek el al. (2019) for details.

Time series analysis of network connectivity. Detects and visualizes change points between networks.
Methods included in the package are discussed in depth in Baek, C., Gates, K. M., Leinwand, B., Pipiras, V. (2021)
"Two sample tests for high-dimensional auto-covariances" <doi:10.1016/j.csda.2020.107067>
and Baek, C., Gampe, M., Leinwand B., Lindquist K., Hopfinger J. and Gates K. (2023)
“Detecting functional connectivity changes in fMRI data” <doi:10.1007/s11336-023-09908-7>.

Changryong Baek

detectR

Change Point Detection

Mattew Gampe

Kathleen M. Gates

Seok-Oh Jeong

Vladas Pipiras

testMax function

<dl><dt>subY1</dt>
<dd>a sample of size length*dim</dd>
<dt>subY2</dt>
<dd>a sample of size length*dim</dd>
<dt>diagTF</dt>
<dd>include diagonal term of covariance matrix or not</dd>
<dt>nboot</dt>
<dd>number of bootstrap sample, default is 2000</dd>
<dt>q</dt>
<dd>methods in calculating long-run variance of the test statistic. Default is "fixed" = length^(1/3) or "andrews" implements data adaptive selection, or user specify the length</dd>
<dt>n.cl</dt>
<dd>number of cores in parallel computing. The default is (machine cores - 1)</dd></dl>

Arguments

Max-type test for for the equality of connectivity — testMax

<dl>

<dt>subY1</dt>
<dd>a sample of size length*dim</dd>


<dt>subY2</dt>
<dd>a sample of size length*dim</dd>


<dt>diagTF</dt>
<dd>include diagonal term of covariance matrix or not</dd>


<dt>nboot</dt>
<dd>number of bootstrap sample, default is 2000</dd>


<dt>q</dt>
<dd>methods in calculating long-run variance of the test statistic. Default is "fixed" = length^(1/3) or "andrews" implements data adaptive selection, or user specify the length</dd>


<dt>n.cl</dt>
<dd>number of cores in parallel computing. The default is (machine cores - 1)</dd>

</dl>

testMax: Max-type test for for the equality of connectivity

Description

Usage

Value

Arguments

Examples