cpCopDStats | R Documentation |
This function is used to compute the Cramer-von Mises and Kolmogorov-Smirnov test statistics for changepoint
cpCopDStats(U, n, d)
U |
n x d matrix of pseudo-observations |
n |
length of the series |
d |
number of variables |
statS |
Values of the Cramer-von Mises statistics |
statT |
Values of the Kolmogorov-Smirnov statistics |
Bouchra R Nasri and Bruno N Remillard, August 6, 2020
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