Simulation study using optimization routine

Uses single Core. Performs a simulation study to assess the performance of the test.

Usage

simulation_study_opt_ar1(
  outDir = here::here("out.txt"),
  betaVec = c(0.12, 0.25, 0.5),
  rhoVec = c(0, 0.25, 0.5, 0.75, 0.95),
  sigmaVec = c(0.25, 0.5, 0.75),
  nTVec = c(10),
  nSims = 200,
  nBootSims = 500
)

Arguments

outDir

Character string. Path to output file

betaVec

Numeric vector. Values for beta_1 (slope/trend parameter)

rhoVec

Numeric vector. Values for autoregressive parameter

sigmaVec

Numeric vector. Values of standard deviation of noise

nSims

Numeric scalar. Number of time series to simulate

nBootSims

Numeric scalar. Number of bootstrap data sets

nVec

Numeric vector. Values for the length of time series to simulate

Details

For convenience the intercept, beta_0 is set to zero

Examples

if (FALSE) { # \dontrun{
simulation_study_opt(here::here("output.txt"),betaVec = 0.5,rhovec =0.5, sigmaVec = 0.25,
nTVec = 10, nSims = 200, nBootSims = 500)
} # }