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asael697 / nortsTest

An R package for checking normality in time series, for my Final master's work
GNU General Public License v2.0
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Feature: Change Epps test default initial values #7

Closed asael697 closed 10 months ago

asael697 commented 11 months ago

context

By default, the Epps test uses c(1,2) as initial values to run the quadratic optimization.

feature

Change those values to be given by the user, and by default, choose the initial values to be random.

asael697 commented 10 months ago

The amoebam algorithm is too unstable to aloud random initial values. They will stay as in Epps paper.

asael697 commented 10 months ago

Fixed in PR feature/epps-computation