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).

Package details

AuthorJosh Browning [aut, cre], Carina Schneider [aut]
MaintainerJosh Browning <>
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the snht package in your browser

Any scripts or data that you put into this service are public.

snht documentation built on May 1, 2019, 10:05 p.m.