quantiles | R Documentation |

Estimated quantiles for the open-end nonparametric sequential
change-point detection tests described in
`seqOpenEndCpMean`

and
`seqOpenEndCpDist`

. More details can be found in the
references below.

data("quantiles")

`list`

of 6 elements. The first 5 are arrays containing
the estimated 90%, 95% and 99% quantiles necessary for carrying out
the sequential tests described in `seqOpenEndCpMean`

. The
last element is a list containing the estimated 90%, 95% and 99%
quantiles as well as other estimated parameters necessary for carrying
out the sequential test described in `seqOpenEndCpDist`

.

J. Gösmann, T. Kley and H. Dette (2021), A new approach for
open-end sequential change point monitoring, *Journal of Time
Series Analysis* **42:1**, pages 63-84,
https://arxiv.org/abs/1906.03225.

M. Holmes and I. Kojadinovic (2021), Open-end nonparametric
sequential change-point detection based on the retrospective CUSUM
statistic, *Electronic Journal of Statistics* **15:1**, pages
2288-2335, doi: 10.1214/21-EJS1840.

L. Horváth, M. Hušková, P. Kokoszka and
J. Steinebach (2004). Monitoring changes in linear
models. *Journal of Statistical Planning and Inference*
**126**, pages 225-251.

M. Holmes, I. Kojadinovic and A. Verhoijsen (2022), Multi-purpose open-end monitoring procedures for multivariate observations based on the empirical distribution function, 45 pages, https://arxiv.org/abs/2201.10311.

data("quantiles") str(quantiles)

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