sim_T {mlrv}

bootstrap distribution

Description

bootstrap distribution of the gradient based structural stability test

Usage

sim_T(X, t, sigma, m, B, type = 0L)

Arguments

X

matrix of covariates

t

vector of time points

sigma

a cube of long-run covariance function.

m

int value of window size

B

int, number of iteration

type

type of tests, residual-based or coefficient-based

Value

a vector of bootstrap statistics

Examples

param = list(B = 50, bw_set = c(0.15, 0.25), gcv =1, neighbour = 1, lb = 10, ub = 20, type = 0)
n = 300
data = bregress2(n, 2, 1) # time series regression model with 2 changes points
sigma = Heter_LRV(data$y, data$x, 3, 0.3, lrv_method = 1)
bootstrap = sim_T(data$x, (1:n)/n, sigma, 3, 20) ### 20 iterations