[R] nproc parameter in efpFunctional

bonda bonda at hsu-hh.de
Wed Nov 2 11:10:08 CET 2011


Hello all,
could anyone explain the exact meaning of parameter nproc? Why different
values of nproc give so different critical values, i.e.

meanL2BB$computeCritval(0.05,nproc=3)
[1] 0.9984853
meanL2BB$computeCritval(0.05,nproc=1)
[1] 0.4594827

The strucchange-package description gives "integer specifying for which
number of processes Brownian motions should be simulated" - do I need
nproc-dimensional Brownian bridge?

Thank you in advance!
Julia

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