[R] efpFunctional construction (strucchange package)

[Achim Zeileis]

On Thu, 10 Nov 2011, bonda wrote:

> Hello,
>
> 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).

Yes.

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

Simply look into the source code in strucchange/R/zzz.R. supLM() first 
constructs a wmax() function that computes the weighted maximum including 
the trimming and then has

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

Best,
Z

> Thank you in advance.
>
> Julia
>
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