Man pages for robcp
Robust Change-Point Tests
| cor_cusum | A CUSUM-type test to detect changes in the correlation. |
| cor_stat | Test statistic to detect Correlation Changes |
| CUSUM | CUSUM Test Statistic |
| hl_test | Hodges-Lehmann Test for Change Points |
| HodgesLehmann | Hodges Lehmann Test Statistic |
| huber_cusum | Huberized CUSUM test |
| kthPair | K-th largest element in a sum of sets. |
| lrv | Long Run Variance |
| medianDiff | Median of the set X - Y |
| modifChol | Revised Modified Cholesky Factorization |
| pKSdist | Asymptotic cumulative distribution for the CUSUM Test... |
| plot.cpStat | Plot method for change point statistics |
| print.cpStat | Print method for change point statistics |
| psi | Transformation of time series |
| psi_cumsum | Cumulative sum of transformed vectors |
| Qalpha | Q^{alpha} |
| robcp-package | robcp: Robust Change-Point Tests |
| scale_cusum | Tests for Scale Changes Based on Pairwise Differences |
| scale_stat | Test statistic to detect Scale Changes |
| weightedMedian | Weighted Median |
| wilcox_stat | Wilcoxon-Mann-Whitney Test Statistic for Change Points |
| wmw_test | Wilocxon-Mann-Whitney Test for Change Points |
| zeros | Zero of the Bessel function of first kind |
