kolmogorov.smirnov.test: Kolmogorov-Smirnov stability algorithm

Description Usage Arguments Value

Description

Procedure to test for time series stability described using the Kolmorov-Smirnov test

Usage

1

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.