finner_prod_maxp function

The function finds the value which yields the maximum inner product (CUSUM) of a a time series located between 100(1p)%100(1-p)\% and 100p%100p\% of its support

  • Maintainer: Karolos Korkas
  • License: GPL (>= 2)
  • Last published: 2020-06-12

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