instabilityTest {instabilityTest}R Documentation

instabilityTest

Description

Test simulation result on instability.

Usage

instabilityTest(w, fi, kappa, delta, tau)

Arguments

w

increment of Markov chain in simulation time.

fi

upper estimate for the absolute value of Markov chain increment in one step.

kappa

lower estimate for the initial state of Markov chain.

delta

the downward drift that a process must exhibit in order to be stable. Significance level analogue.

tau

simulation time.

Value

TRUE, if Markov chain is instable. FALSE doesn't mean that chain is stable.


[Package instabilityTest version 0.9.0.20210913 Index]