cpm.test: Change Point Stationarity Test

Description Usage Arguments Value

Description

Change Point changes stationarity test.

Usage

1

Arguments

data

Time series data

type

"Student", "Bartlett", "GLR", "Exponential", "GLRAdjusted", "FET", "Mann-Whitney", "Mood", "Lepage", "Kolmogorov-Smirnov", "Cramer-von-Mises"

Value

0: Non-Stationary, 1: Stationary, NA: Unable to test


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