R: Boundary for Empirical Fluctuation Processes

boundary.efp {strucchange} | R Documentation

## Boundary for Empirical Fluctuation Processes

### Description

Computes boundary for an object of class `"efp"`

### Usage

    ## S3 method for class 'efp'
    boundary(x, alpha = 0.05, alt.boundary = FALSE,
       functional = "max", ...)

### Arguments

`x` | an object of class `"efp"`.
`alpha` | numeric from interval (0,1) indicating the confidence level for which the boundary of the corresponding test will be computed.
`alt.boundary` | logical. If set to `TRUE` alternative boundaries (instead of the standard linear boundaries) will be computed (for Brownian bridge type processes only).
`functional` | indicates which functional should be applied to the empirical fluctuation process. See also `plot.efp`.
`...` | currently not used.

### Value

an object of class `"ts"` with the same time properties as the process in `x`

### See Also

`efp`, `plot.efp`

### Examples

    ## Load dataset "nhtemp" with average yearly temperatures in New Haven
    data("nhtemp")
    ## plot the data
    plot(nhtemp)

    ## test the model null hypothesis that the average temperature remains constant
    ## over the years
    ## compute OLS-CUSUM fluctuation process
    temp.cus <- efp(nhtemp ~ 1, type = "OLS-CUSUM")
    ## plot the process without boundaries
    plot(temp.cus, alpha = 0.01, boundary = FALSE)
    ## add the boundaries in another colour
    bound <- boundary(temp.cus, alpha = 0.01)
    lines(bound, col=4)
    lines(-bound, col=4)

[Package strucchange version 1.5-2 Index]