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Why is the critval table static? #20

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GreatEmerald opened this issue Apr 6, 2020 · 1 comment
Open

Why is the critval table static? #20

GreatEmerald opened this issue Apr 6, 2020 · 1 comment

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@GreatEmerald
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There is a table of critical values at https://github.com/bfast2/strucchange/blob/master/R/critvals-monitoring.R which is used for ME and OLS-MOSUM processes. Why is it static, instead of being generated by a function? The table limits the p-values to 0.001 minimum, which in some cases is not conservative enough. It would be nice if arbitrary numbers could be used instead.

@GreatEmerald
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@rosca002 I'm curious, how are you dealing with this issue? Do you stick with just testing h=0.25 and h=0.5? (h=1 was broken too before #21)

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