instabilityTest {instabilityTest} | R Documentation |
Test simulation result on instability.
instabilityTest(w, fi, kappa, delta, tau)
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. |
TRUE, if Markov chain is instable. FALSE doesn't mean that chain is stable.