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). How can I write a functional supLM(from=..., to=...)? Thank you in advance. Julia -- View this message in context: http://r.789695.n4.nabble.com/efpFunctional-construction-strucchange-package-tp4023903p4023903.html Sent from the R help mailing list archive at Nabble.com.
efpFunctional construction (strucchange package)
3 messages · Achim Zeileis, bonda
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 -- View this message in context: http://r.789695.n4.nabble.com/efpFunctional-construction-strucchange-package-tp4023903p4023903.html Sent from the R help mailing list archive at Nabble.com.
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2 days later
Unfortunately, I couldn't find neither this source file, nor function wmax(). Was it any old version of strucchange? There are only files strucchange.R, strucchange.rdb and strucchange.rdx in directory \strucchange\R. Best, Julia -- View this message in context: http://r.789695.n4.nabble.com/efpFunctional-construction-strucchange-package-tp4023903p4035497.html Sent from the R help mailing list archive at Nabble.com.