critvalwdm {spatclus} | R Documentation |
Computes the WD sup F-statistic threshold.
critvalwdm(q = 1, e)
q |
An unused argument fixed to 1. |
e |
The $ε$ parameter value. |
The threshold value.
Christophe Dematte{"i} demattei@iurc.montp.inserm.fr
Bai J. and Perron P. (2003), Critical values for multiple structural change tests. Econometrics Journal, 6, 72–78.