Description Usage Arguments Value Author(s) References

View source: R/multiplierDSeqfun.R

This function simulates a random sample of Gaussian multipliers null hypothesis of a Gaussian HMM and compute the Cramer-von Mises and Kolmogorov-Smirnov test statistics.

1 | ```
multiplierDSeqfun(U, grad, n, d)
``` |

`n` |
length of the series. |

`MC` |
n x n matrix = MM - C, with MM[i,j] = 1(Xi <= Xj) and C=mean(M[,j]); |

`cvm` |
simulated value of the Cramer-von Mises statistic |

`ks` |
simulated value of the Kolmogorov-Smirnov statistic |

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

Nasri, B. R. Remillard, B., & Bahraoui, T. (2021).

Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.