Rènyi-Type Statistic Simulation (Assuming Variance)
Simulates multiple realizations of the Rènyi-type statistic when the long-run variance of the data is known.
sim_Zn(size, kn, n = 500, gen_func = rnorm, args = NULL, sd = 1)
size |
Number of realizations to simulate |
kn |
A function returning a positive integer that is used in the definition of the Rènyi-type statistic effectively setting the bounds over which the maximum is taken |
n |
The sample size for each realization |
gen_func |
The function generating the random sample from which the statistic is computed |
args |
A list of arguments to be passed to |
sd |
The square root of the second moment of the data |
A vector of simulated realizations of the Rènyi-type statistic
CPAT:::sim_Zn(100, kn = function(n) {floor(log(n))})
CPAT:::sim_Zn(100, kn = function(n) {floor(log(n))},
gen_func = CPAT:::rchangepoint, args = list(changepoint = 250,
mean2 = 1))Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.