snht: Standard Normal Homogeneity Test

Implementation of robust and non-robust Standard Normal Homogeneity Test (SNHT) for changepoint detection. This test statistic is equal sided, as proposed in "Homogenization of Radiosonde Temperature Time Series Using Innovation Statistics" by Haimberger, L., 2007. However, the statistic contains an estimate of sigma^2 in the denominator instead of sigma, which seems to be a more appropriate value (based on the paper "Homogenization of Swedish temperature data. Part I: Homogeneity test for linear trends." by Alexandersson, H., and A. Moberg, 1997).

Author
Josh Browning [aut, cre], Carina Schneider [aut]
Date of publication
2016-04-03 17:05:37
Maintainer
Josh Browning <rockclimber112358@gmail.com>
License
GPL-3
Version
1.0.4

View on CRAN

Man pages

createCandidateMatrix
Create candidate matrix
getPairs
Gets Pairs from Distances
getUniquePairs
Get Unique Pairs
pairwiseSNHT
Pairwise Standard Normal Homogeneity Test
plotSNHT
Plot SNHT
removeSeasonalPeriod
Remove Seasonal Period
robustSNHT
Robust SNHT
robustSNHTunequal
Robust SNHT with Unequal Times
snht
Standard Normal Homogeneity Test
snht-package
Robust and Non-Robust Standard Normal Homogeneity Test
unconfoundCandidateMatrix
Unconfound candidate matrix

Files in this package

snht
snht/inst
snht/inst/doc
snht/inst/doc/snht.R
snht/inst/doc/pairwiseSNHT.pdf
snht/inst/doc/snht.pdf
snht/inst/doc/pairwiseSNHT.Rnw
snht/inst/doc/pairwiseSNHT.R
snht/inst/doc/snht.Rnw
snht/NAMESPACE
snht/R
snht/R/robustSNHT.R
snht/R/snht.R
snht/R/snht-package.R
snht/R/getUniquePairs.R
snht/R/removeSeasonalPeriod.R
snht/R/getPairs.R
snht/R/plotSNHT.R
snht/R/createCandidateMatrix.R
snht/R/pairwiseSNHT.R
snht/R/unconfoundCandidateMatrix.R
snht/R/robustSNHTunequal.R
snht/vignettes
snht/vignettes/pairwiseSNHT.Rnw
snht/vignettes/snht.Rnw
snht/vignettes/mybib.bib
snht/MD5
snht/build
snht/build/vignette.rds
snht/DESCRIPTION
snht/man
snht/man/createCandidateMatrix.Rd
snht/man/unconfoundCandidateMatrix.Rd
snht/man/plotSNHT.Rd
snht/man/snht-package.Rd
snht/man/getPairs.Rd
snht/man/robustSNHT.Rd
snht/man/getUniquePairs.Rd
snht/man/robustSNHTunequal.Rd
snht/man/pairwiseSNHT.Rd
snht/man/snht.Rd
snht/man/removeSeasonalPeriod.Rd