[R] efpFunctional construction (strucchange package)

bonda bonda at hsu-hh.de
Thu Nov 10 16:00:56 CET 2011


to understand better how efpFunctional works, I'm trying to construct my own
functionals. But concerning already existing functionals I have some
questions. With maxBB it is clear:

functional = list(comp = function(x) max(abs(x)), time = max),

with rangeBB:

functional = list(time = function(x) max(x)-min(x), comp = max),

with meanL2BB, if I understood correctly:

functional = list(comp = function(x) sum(x^2), time = mean).

How can I write a functional supLM(from=..., to=...)?

Thank you in advance.


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