Wrapper function for computing the maxLR corrected p value from strucchange

computePval_maxLR(maxLR, q, covariate, from, to, nrep)

Arguments

maxLR: maximum of the LR test statistics
q: number of free SEM parameters / degrees of freedom
covariate: covariate under evaluation. This is important to get the level of measurement from the covariate and the bin size for ordinal and categorical covariates.
from: numeric from interval (0, 1) specifying start of trimmed sample period. With the default from = 0.15 the first and last 15 percent of observations are trimmed. This is only needed for continuous covariates.
to: numeric from interval (0, 1) specifying end of trimmed sample period. By default, to is 1.
nrep: numeric. Number of replications used for simulating from the asymptotic distribution (passed to efpFunctional). Only needed for ordinal covariates.

Numeric. p value for maximally selected LR statistic

Manuel Arnold