Man pages for ntguardian/CPAT
Change Point Analysis Tests
| andrews_test | Univariate Andrews Test for End-of-Sample Structural Change |
| Andrews.test | Andrews' Test for End-of-Sample Structural Change |
| andrews_test_reg | Multivariate Andrews' Test for End-of-Sample Structural... |
| banks | Bank Portfolio Returns |
| CPAT_startup_message | Create Package Startup Message |
| cpt_consistent_var | Variance Estimation Consistent Under Change |
| CUSUM.test | CUSUM Test |
| DE.test | Darling-Erdös Test |
| dot-onAttach | Package Attach Hook Function |
| dZn | Rényi-Type Statistic Limiting Distribution Density Function |
| ff | Fama-French Five Factors |
| getLongRunWeights | Weights for Long-Run Variance |
| get_lrv_vec | Long-Run Variance Estimation With Possible Change Points |
| grapes-s0-grapes | Concatenate (Without Space) |
| grapes-s-grapes | Concatenate (With Space) |
| HR.test | Rényi-Type Test |
| HS.test | Hidalgo-Seo Test |
| pdarling_erdos | Darling-Erdös Statistic CDF |
| phidalgo_seo | Hidalgo-Seo Statistic CDF |
| pkolmogorov | Kolmogorov CDF |
| pZn | Rènyi-Type Statistic CDF |
| qdarling_erdos | Darling-Erdös Statistic Limiting Distribution Quantile... |
| qhidalgo_seo | Hidalgo-Seo Statistic Limiting Distribution Quantile Function |
| qkolmogorov | Kolmogorov Distribution Quantile Function |
| qZn | Rènyi-Type Statistic Quantile Function |
| rchangepoint | Simulate Univariate Data With a Single Change Point |
| sim_de_stat | Darling-Erdös Statistic Simulation |
| sim_hs_stat | Hidalgo-Seo Statistic Simulation |
| sim_Vn | CUSUM Statistic Simulation (Assuming Variance) |
| sim_Vn_stat | CUSUM Statistic Simulation |
| sim_Zn | Rènyi-Type Statistic Simulation (Assuming Variance) |
| sim_Zn_stat | Rènyi-Type Statistic Simulation |
| stat_de | Compute the Darling-Erdös Statistic |
| stat_hs | Compute the Hidalgo-Seo Statistic |
| stat_Vn | Compute the CUSUM Statistic |
| stat_Zn | Compute the Rényi-Type Statistic |
