Implements several statistical tests for structural change, specifically the tests featured in Horváth, Rice and Miller (in press): CUSUM (with weighted/trimmed variants), Darling-Erdös, Hidalgo-Seo, Andrews, and the new Rényi-type test.
|Maintainer||Curtis Miller <[email protected]>|
|License||MIT + file LICENSE|
|Package repository||View on GitHub|
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