Statement_of_Author_Contributions.md
In KaiWenger/memochange: Testing for Structural Breaks under Long Memory and Testing for Changes in Persistence
Statement of Author Contributions
The authors of the memochange package are Kai Wenger and Janis Becker. Kai Wenger is responsible for all implementations of the tests on change in mean under long memory. Specifically this includes the functions CUSUM_simple, CUSUMfixed, CUSUMLM, fixbsupw, snsupwald, snwilcoxon, and wilcoxonLM. Janis Becker is responsible for all implementations of tests and estimation procedures on change in persistence. Specifically this includes the functions BP_estim, MR_test, cusum_test, LBI_test, LKSN_test, pb_sim, and ratio_test.
KaiWenger/memochange documentation built on Jan. 2, 2025, 7:46 p.m.
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Statement of Author Contributions
The authors of the memochange package are Kai Wenger and Janis Becker. Kai Wenger is responsible for all implementations of the tests on change in mean under long memory. Specifically this includes the functions CUSUM_simple, CUSUMfixed, CUSUMLM, fixbsupw, snsupwald, snwilcoxon, and wilcoxonLM. Janis Becker is responsible for all implementations of tests and estimation procedures on change in persistence. Specifically this includes the functions BP_estim, MR_test, cusum_test, LBI_test, LKSN_test, pb_sim, and ratio_test.
R Package Documentation
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We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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