#' @title Change Point Variance Stationarity Test
#'
#' @description
#' Change Point variance changes stationarity test.
#'
#' @param data Time series data
#' @param alpha Value of alpha for the statistics test
#' @param penalty "None", "SIC", "BIC", "MBIC", AIC", "Hannan-Quinn", "Asymptotic", "Manual" and "CROPS" penalties.
#' @param method "AMOC", "PELT", "SegNeigh" or "BinSeg"
#'
#' @return 0: Non-Stationary, 1: Stationary, NA: Unable to test
#'
#' @importFrom changepoint cpt.var
#' @importFrom changepoint ncpts
#'
changepoint.variance.test <- function(data, alpha, penalty, method){
p <- NULL
tryCatch(p <- cpt.var(data, penalty=penalty, method=method),
error=function(e){return(NA)})
if(!is.null(p)){
if(ncpts(p) != 0){
return(NONSTATIONARY)
} else {
return(STATIONARY)
}
}
return(NA)
}
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