| ConfidenceInterval {multibreakeR} | R Documentation |
ConfidenceInterval
Description
Compute the confidence interval in time unit.
Usage
ConfidenceInterval(mat.g, mat.s, mat.sigma, mat.r, mat.beta, cv, p)
Arguments
mat.g |
A matrix object of time series |
mat.s |
A selection matrix |
mat.sigma |
The covariance matrix |
mat.r |
The selection vector of parameters |
mat.beta |
The matrix of parameters |
cv |
A vector of critical values |
p |
The length of the vector |
Value
The difference in time unit around the break
[Package multibreakeR version 0.1.0 Index]