critval {spatclus}R Documentation

Threshold sup F-statistic computation

Description

Computes the sup F-statistic threshold.

Usage

critval(q = 1, k = 2, e)

Arguments

q An unused argument fixed to 1.
k The number of breaks.
e The $ε$ parameter value.

Value

The threshold value.

Author(s)

Christophe Dematte{"i} demattei@iurc.montp.inserm.fr

References

Bai J. and Perron P. (2003), Critical values for multiple structural change tests. Econometrics Journal, 6, 72–78.


[Package spatclus version 1.0-3 Index]