# NOT RUN {
# The following should reject both the random walk and AR(1) models
# }
# NOT RUN {
# Example using the very fast "wilk" method
# The following should be classified as PCI, i.e., both Nullhypothesis should be rejected even
# if we account for multiple testing (alpha_bonf, alpha_holm)
set.seed(1313)
YX <- rpci(n=1000,beta=c(1), sigma_C=c(0.1), rho=0.8, sigma_M=1, sigma_R=1)
test.pci(Y=YX[,1], X=YX[,2:ncol(YX)])
# Example using the parametric bootstrap "boot" method with 999 iterations (inrep = 999 and
# a starting seed of 1 (istart.seed= 1)
# The following should be classified as PCI, i.e., both Nullhypothesis should be rejected even
# if we account for multiple testing (alpha_bonf, alpha_holm)
# Results are very similar
set.seed(1313)
YX <- rpci(n=1000,beta=c(1), sigma_C=c(0.1), rho=0.8, sigma_M=1, sigma_R=1)
test.pci(Y=YX[,1], X=YX[,2:ncol(YX)],imethod = "boot", inrep = 999,
istart.seed= 1)
# }
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