cdw.test: Chli and De Wilde stability algorithm

Description Usage Arguments Value

Description

Procedure to test for time series stability described in Chli, M. and de Wilde, P. (2009). Convergence and knowledge processing in multi-agent systems. Springer.

Usage

1
cdw.test(data, alpha)

Arguments

data

Time series data

alpha

Value of alpha for the statistics test

Value

0: Non-Stationary, 1: Stationary


gnardin/stationarity documentation built on May 17, 2019, 7:29 a.m.