On Thu, 10 Nov 2011, bonda wrote:
Hello,
to understand better how efpFunctional works, I'm trying to construct my own
functionals. But concerning already existing functionals I have some
questions. With maxBB it is clear:
functional = list(comp = function(x) max(abs(x)), time = max),
with rangeBB:
functional = list(time = function(x) max(x)-min(x), comp = max),
with meanL2BB, if I understood correctly:
functional = list(comp = function(x) sum(x^2), time = mean).
Yes.
How can I write a functional supLM(from=..., to=...)?
Simply look into the source code in strucchange/R/zzz.R. supLM() first
constructs a wmax() function that computes the weighted maximum including
the trimming and then has
functional = list(comp = function(x) sum(x^2), time = wmax)
Best,
Z
Thank you in advance.
Julia
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