[R] nproc parameter in efpFunctional

[Achim Zeileis]

On Wed, 2 Nov 2011, bonda wrote:

> 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?

Yes, see the 2006 CSDA paper, especially pages 2998/9.

> Thank you in advance!
> Julia
>
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