cpCopStats: Function to compute the statistics for the traditional...
In changepointTests: Change Point Tests for Joint Distributions and Copulas
cpCopStats R Documentation
Function to compute the statistics for the traditional empirical process
Description
This function is used to compute the empirical process used in the changepoint tests
Usage
cpCopStats(x)
Arguments
x
n x d matrix of pseudo-observations
Value
M
Matrix for the cdf
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 Sept. 30, 2024, 9:24 a.m.
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| cpCopStats | R Documentation |
Function to compute the statistics for the traditional empirical process
Description
This function is used to compute the empirical process used in the changepoint tests
Usage
cpCopStats(x)
Arguments
x |
n x d matrix of pseudo-observations |
Value
M |
Matrix for the cdf |
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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