Man pages for ntguardian/CPAT
Change Point Analysis Tests

andrews_testUnivariate Andrews Test for End-of-Sample Structural Change
Andrews.testAndrews' Test for End-of-Sample Structural Change
andrews_test_regMultivariate Andrews' Test for End-of-Sample Structural...
banksBank Portfolio Returns
CPAT_startup_messageCreate Package Startup Message
cpt_consistent_varVariance Estimation Consistent Under Change
DE.testDarling-Erdös Test
dot-onAttachPackage Attach Hook Function
dZnRényi-Type Statistic Limiting Distribution Density Function
ffFama-French Five Factors
getLongRunWeightsWeights for Long-Run Variance
get_lrv_vecLong-Run Variance Estimation With Possible Change Points
grapes-s0-grapesConcatenate (Without Space)
grapes-s-grapesConcatenate (With Space)
HR.testRényi-Type Test
HS.testHidalgo-Seo Test
pdarling_erdosDarling-Erdös Statistic CDF
phidalgo_seoHidalgo-Seo Statistic CDF
pkolmogorovKolmogorov CDF
pZnRènyi-Type Statistic CDF
qdarling_erdosDarling-Erdös Statistic Limiting Distribution Quantile...
qhidalgo_seoHidalgo-Seo Statistic Limiting Distribution Quantile Function
qkolmogorovKolmogorov Distribution Quantile Function
qZnRènyi-Type Statistic Quantile Function
rchangepointSimulate Univariate Data With a Single Change Point
sim_de_statDarling-Erdös Statistic Simulation
sim_hs_statHidalgo-Seo Statistic Simulation
sim_VnCUSUM Statistic Simulation (Assuming Variance)
sim_Vn_statCUSUM Statistic Simulation
sim_ZnRènyi-Type Statistic Simulation (Assuming Variance)
sim_Zn_statRènyi-Type Statistic Simulation
stat_deCompute the Darling-Erdös Statistic
stat_hsCompute the Hidalgo-Seo Statistic
stat_VnCompute the CUSUM Statistic
stat_ZnCompute the Rényi-Type Statistic
ntguardian/CPAT documentation built on May 22, 2019, 2:20 p.m.