Man pages for changepointTests
Change Point Tests for Joint Distributions and Copulas
| bootstrapfun | Function to perform traditional bootstrap for changepoint |
| cpCopDStats | Function to compute changepoint statistics |
| cpCopMultStats | Function to compute bootstrapped changepoint statistics |
| cpCopMultStatsBKRSNonSeq | Function to compute the bootstrapped statistics for the BKRS... |
| cpCopMultStatsBKRSSeq | Function to compute the statistics for the BKRS process |
| cpCopStats | Function to compute the statistics for the traditional... |
| cpCopStatsBKRS | Function to compute the statistics for the BKRS process |
| emp.cdf | Function to compute the empirical cdf at given points |
| multiplierDNonSeqfun | Function to perform multiplier bootstrap for changepoint |
| multiplierDSeqfun | Function to perform multiplier bootstrap for changepoint |
| multiplierfun | Function to perform multiplier bootstrap for changepoint |
| pseudos | Pseudo-observations |
| test.change.point | Function to perform changepoint tests with multiplier... |
| test.change.point.copula.BKRS | Function toperform changepoint test for the copula with... |
