On Wed, 2 Nov 2011, bonda wrote:
Hello all,
could anyone explain the exact meaning of parameter nproc? Why different
values of nproc give so different critical values, i.e.
meanL2BB$computeCritval(0.05,nproc=3)
[1] 0.9984853
meanL2BB$computeCritval(0.05,nproc=1)
[1] 0.4594827
The strucchange-package description gives "integer specifying for which
number of processes Brownian motions should be simulated" - do I need
nproc-dimensional Brownian bridge?
Yes, see the 2006 CSDA paper, especially pages 2998/9.
Thank you in advance!
Julia
--
View this message in context:
http://r.789695.n4.nabble.com/nproc-parameter-in-efpFunctional-tp3972419p3972419.html
Sent from the R help mailing list archive at Nabble.com.
______________________________________________
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
______________________________________________
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
