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CPAT: Change Point Analysis Tests
Implements several statistical tests for structural change, specifically the tests featured in Horváth, Rice and Miller (in press): CUSUM (with weighted/trimmed variants), Darling-Erdös, Hidalgo-Seo, Andrews, and the new Rényi-type test.
Getting started
Browse package contents
Package details |
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| Author | Curtis Miller [aut, cre] |
| Maintainer | Curtis Miller <cmiller@math.utah.edu> |
| License | MIT + file LICENSE |
| Version | 0.1.0 |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
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