Man pages for robcp
Robust Change-Point Tests

cor_cusumA CUSUM-type test to detect changes in the fluctuation.
cor_statTest statistic to detect Fluctuation Changes
CUSUMCUSUM Test Statistic
hl_testHodges-Lehmann Test for Change Points
HodgesLehmannHodges Lehmann Test Statistic
huber_cusumHuberized CUSUM test
kthPairK-th largest element in a sum of sets.
lrvLong Run Variance
medianDiffMedian of the set X - Y
modifCholRevised Modified Cholesky Factorization
pKSdistAsymptotic cumulative distribution for the CUSUM Test...
plot.cpStatPlot method for change point statistics
print.cpStatPrint method for change point statistics
psiTransformation of time series
psi_cumsumCumulative sum of transformed vectors
QalphaQ^{alpha}
scale_cusumTests for Scale Changes Based on Pairwise Differences
scale_statTest statistic to detect Scale Changes
weightedMedianWeighted Median
wilcox_statWilcoxon-Mann-Whitney Test Statistic for Change Points
wmw_testWilocxon-Mann-Whitney Test for Change Points
zerosZero of the Bessel function of first kind
robcp documentation built on Sept. 16, 2022, 5:05 p.m.