Description Usage Arguments Value References Examples
This implements Andrews' test for end-of-sample change, as described by \insertCiteandrews03;textualCPAT. This test was derived for detecting a change in univariate data. See \insertCiteandrews03CPAT for a description of the test.
1 | andrews_test(x, M, pval = TRUE, stat = TRUE)
|
x |
Vector of the data to test |
M |
Numeric index of the location of the first potential change point |
pval |
If |
stat |
If |
If both pval
and stat
are TRUE
, a list
containing both; otherwise, a number for one or the other, depending
on which is TRUE
1 | CPAT:::andrews_test(rnorm(1000), M = 900)
|
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