The code for real data is in the file named "RealDataApplication.R"
The code for Monte Carlo simulation to explore finite sample behavior is in file "Figures.R
The file "HypothesisTest.R" contains the code and some markdown of the test statistics to determine the model parameter- setting.
All functions,that were used in simulation study, are put into file "RM_functions.R"
In order to save time (since it would take a week to finish running the files "Figures.R" and 4 "model*.R"), we provide some intermediate results in dropbox https://www.dropbox.com/sh/2y3d3kunlmxog3o/AABDC2pYfmkVsiio9qgql419a?dl=0