cpCopDStats: Function to compute changepoint statistics
In changepointTests: Change Point Tests for Joint Distributions and Copulas
Description
Usage
Arguments
Value
Author(s)
Description
This function is used to compute the Cramer-von Mises and Kolmogorov-Smirnov test statistics for changepoint
Usage
1
cpCopDStats(U, n, d)
Arguments
U
n x d matrix of pseudo-observations
n
length of the series
d
number of variables
Value
statS
Values of the Cramer-von Mises statistics
statT
Values of the Kolmogorov-Smirnov statistics
Author(s)
Bouchra R Nasri and Bruno N Remillard, August 6, 2020
changepointTests documentation built on July 27, 2021, 9:07 a.m.
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Description Usage Arguments Value Author(s)
Description
This function is used to compute the Cramer-von Mises and Kolmogorov-Smirnov test statistics for changepoint
Usage
1 | cpCopDStats(U, n, d)
|
Arguments
U |
n x d matrix of pseudo-observations |
n |
length of the series |
d |
number of variables |
Value
statS |
Values of the Cramer-von Mises statistics |
statT |
Values of the Kolmogorov-Smirnov statistics |
Author(s)
Bouchra R Nasri and Bruno N Remillard, August 6, 2020
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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