changepoint.mean.test: Change Point Mean Stationarity Test
In gnardin/stationarity: Time Series Stationarity Test
Description
Usage
Arguments
Value
Description
Change Point mean changes stationarity test.
Usage
1
changepoint.mean.test(data, alpha, penalty, method)
Arguments
data
Time series data
alpha
Value of alpha for the statistics test
penalty
"None", "SIC", "BIC", "MBIC", AIC", "Hannan-Quinn", "Asymptotic", "Manual" and "CROPS" penalties.
method
"AMOC", "PELT", "SegNeigh" or "BinSeg"
Value
0: Non-Stationary, 1: Stationary, NA: Unable to test
gnardin/stationarity documentation built on May 17, 2019, 7:29 a.m.
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Description Usage Arguments Value
Description
Change Point mean changes stationarity test.
Usage
1 | changepoint.mean.test(data, alpha, penalty, method)
|
Arguments
data |
Time series data |
alpha |
Value of alpha for the statistics test |
penalty |
"None", "SIC", "BIC", "MBIC", AIC", "Hannan-Quinn", "Asymptotic", "Manual" and "CROPS" penalties. |
method |
"AMOC", "PELT", "SegNeigh" or "BinSeg" |
Value
0: Non-Stationary, 1: Stationary, NA: Unable to test
R Package Documentation
Browse R Packages
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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