cpCopDStats: Function to compute changepoint statistics

View source: R/cpCopDStats.R

cpCopDStatsR Documentation

Function to compute changepoint statistics

Description

This function is used to compute the Cramer-von Mises and Kolmogorov-Smirnov test statistics for changepoint

Usage

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 May 29, 2024, 2:05 a.m.