Implementation of robust and nonrobust 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).
Package details 


Author  Josh Browning [aut, cre], Carina Schneider [aut] 
Maintainer  Josh Browning <[email protected]> 
License  GPL3 
Version  1.0.5 
Package repository  View on CRAN 
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