| testMax {detectR} | R Documentation |
Max-type test for for the equality of connectivity
Description
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.
Usage
testMax(subY1, subY2, diagTF = TRUE, nboot, q = "fixed", n.cl)
Arguments
subY1 |
a sample of size length*dim |
subY2 |
a sample of size length*dim |
diagTF |
include diagonal term of covariance matrix or not |
nboot |
number of bootstrap sample, default is 2000 |
q |
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 |
n.cl |
number of cores in parallel computing. The default is (machine cores - 1) |
Value
tstat Test statistic for testing the equality of connectivity structure
pval The p-value for testing the equality of connectivity structure
q The tuning parameter used in calculating long-run variance
Examples
test2 = testMax(testsim$X, testsim$Y, n.cl=1)