Description Usage Arguments Value References Examples
Performs Andrews' test for end-of-sample structural change, as described in
\insertCiteandrews03CPAT. This function works for both univariate and
multivariate data depending on the nature of x
and whether
formula
is specified. This function is thus an interface to
andrews_test
and andrews_test_reg
; see the
documentation of those functions for more details.
1 | Andrews.test(x, M, formula = NULL)
|
x |
Data to test for change in mean (either a vector or
|
M |
Numeric index of the location of the first potential change point |
formula |
The regression formula, which will be passed to
|
A htest
-class object containing the results of the test
1 2 3 4 5 | Andrews.test(rnorm(1000), M = 900)
x <- rnorm(1000)
y <- 1 + 2 * x + rnorm(1000)
df <- data.frame(x, y)
Andrews.test(df, y ~ x, M = 900)
|
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