fChange (version 0.2.1)

Conf_int: Confidence Intervals For Change Point Estimator

Description

A change point in the mean function of functional data is estimated, and for a user selected level aconfidence interval is computed using the fully functional procedure introduced in Aue, Rice and Sonmez (2017+).

Usage

Conf_int(fdobj, h = 0, kern_type = "BT", alpha = 0.05, ...)

Arguments

fdobj

Functional data object, class of "fd"

h

Bandwidth parameter to estimate the long run covariance operator.

kern_type

Kernel to be used for the estimation of the long run covariance function

alpha

Nominal level used to construct the confidence intervals

...

Further arguments to pass

Value

Lower CI

Lower Confidence Band

Estimate

Estimated change point location

Upper CI

Upper Confidence Band

References

Aue, A., Rice, G. & O. Sonmez (2017+), Detecting and dating structural breaks <U+00A8> in functional data without dimension reduction, (https://arxiv.org/pdf/1511.04020.pdf)

See Also

LongRun opt_bandwidth change_FF

Examples

# NOT RUN {
fdata1 = fun_AR(n=100, nbasis=21, order=1, kappa=0.5)
Conf_int(fdata1, h=2)
# }